+7.7%
DIS vs TSEM
+69.7%
-61.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | -0.1% |
| 7D | +4.4% | -9.5% | +13.9% | +4.0% |
| 30D | +10.3% | -35.5% | +45.8% | +8.5% |
| 3M | +15.5% | -41.6% | +57.1% | +13.6% |
| 6M | +11.2% | -30.1% | +41.3% | +9.3% |
| YTD | +5.6% | +25.7% | -20.1% | -0.3% |
| 1Y | +7.7% | +50.5% | -42.7% | -5.8% |
| All | +7.7% | +69.7% | -61.9% | -5.8% |
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