+37.2%
DIS vs TSEM
+547.1%
-509.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.9% | +7.6% | +0.9% |
| 7D | +1.9% | +7.0% | -5.1% | +1.6% |
| 30D | +9.2% | -29.8% | +38.9% | +10.5% |
| 3M | +13.5% | -41.9% | +55.5% | +15.9% |
| 6M | +14.3% | -45.8% | +60.0% | +16.2% |
| YTD | +5.4% | +25.1% | -19.7% | -6.3% |
| 1Y | +12.2% | +48.2% | -36.1% | -3.9% |
| 3Y | +37.2% | +476.5% | -439.3% | -15.0% |
| All | +37.2% | +547.1% | -509.9% | -15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling