+43.3%
DIS vs TSEM
+468.0%
-424.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.8% | -5.2% | -0.6% |
| 7D | +5.2% | -17.5% | +22.7% | +5.9% |
| 30D | +11.5% | -44.7% | +56.1% | +14.0% |
| 3M | +11.5% | -38.9% | +50.4% | +13.2% |
| 6M | +8.9% | -36.7% | +45.5% | +7.9% |
| YTD | +3.4% | +17.0% | -13.6% | -7.6% |
| 1Y | +7.2% | +62.8% | -55.6% | -10.4% |
| 3Y | +43.3% | +471.3% | -428.0% | -6.8% |
| All | +43.3% | +468.0% | -424.7% | -6.8% |
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 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