+36.6%
DIS vs TSEM
+879.4%
-842.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.9% | -8.9% | +0.6% |
| 7D | +5.3% | -2.0% | +7.3% | +5.3% |
| 30D | +10.2% | -33.4% | +43.7% | +15.6% |
| 3M | +13.5% | -39.7% | +53.2% | +19.9% |
| 6M | +11.1% | -27.8% | +39.0% | +10.0% |
| YTD | +5.5% | +29.7% | -24.2% | -9.4% |
| 1Y | +9.1% | +81.1% | -72.0% | -13.5% |
| 3Y | +36.0% | +529.3% | -493.3% | -22.0% |
| 5Y | -29.8% | +315.0% | -344.8% | -56.5% |
| 10Y | +36.6% | +865.7% | -829.1% | -35.5% |
| All | +36.6% | +879.4% | -842.7% | -35.5% |
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