+31.9%
DIS vs TSEM
+805.6%
-773.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.9% | +7.6% | +1.6% |
| 7D | +1.9% | +7.0% | -5.1% | +0.8% |
| 30D | +9.2% | -29.8% | +38.9% | +13.6% |
| 3M | +13.5% | -41.9% | +55.5% | +20.4% |
| 6M | +14.3% | -45.8% | +60.0% | +19.7% |
| YTD | +5.4% | +25.1% | -19.7% | -9.2% |
| 1Y | +12.2% | +48.2% | -36.1% | -7.2% |
| 3Y | +37.2% | +476.5% | -439.3% | -20.0% |
| 5Y | -23.1% | +301.4% | -324.6% | -52.1% |
| All | +31.9% | +805.6% | -773.7% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TSEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling