+32.9%
DIS vs TSEM
+920.4%
-887.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.6% | -7.3% | -0.6% |
| 7D | +0.6% | +6.8% | -6.2% | -0.5% |
| 30D | +10.3% | -26.6% | +36.9% | +14.1% |
| 3M | +15.6% | -36.3% | +51.9% | +21.1% |
| 6M | +15.1% | -30.6% | +45.7% | +15.2% |
| YTD | +6.0% | +35.3% | -29.3% | -9.5% |
| 1Y | +5.7% | +59.2% | -53.5% | -13.2% |
| 3Y | +39.8% | +547.7% | -507.9% | -20.0% |
| 5Y | -23.9% | +337.5% | -361.4% | -53.2% |
| 10Y | +32.9% | +887.4% | -854.4% | -36.2% |
| All | +32.9% | +920.4% | -887.4% | -36.2% |
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