-10.3%
DIS vs TSEM
+241.4%
-251.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.3% |
| 7D | -1.1% | +10.4% | -11.5% | -0.9% |
| 30D | +0.1% | -12.9% | +13.1% | -0.1% |
| 3M | +7.1% | -9.2% | +16.3% | +6.9% |
| 6M | +4.3% | +98.8% | -94.5% | +2.2% |
| YTD | -6.9% | +87.2% | -94.2% | -10.1% |
| 1Y | -10.3% | +239.0% | -249.3% | -14.8% |
| All | -10.3% | +241.4% | -251.7% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling