-31.9%
DIS vs TSEM
+273.4%
-305.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.8% | -5.2% | -0.7% |
| 7D | +5.2% | -17.5% | +22.7% | +6.5% |
| 30D | +11.5% | -44.7% | +56.1% | +15.9% |
| 3M | +11.5% | -38.9% | +50.4% | +14.5% |
| 6M | +8.9% | -36.7% | +45.5% | +8.7% |
| YTD | +3.4% | +17.0% | -13.6% | -7.8% |
| 1Y | +7.2% | +62.8% | -55.6% | -10.5% |
| 3Y | +43.3% | +471.3% | -428.0% | -8.9% |
| All | -31.9% | +273.4% | -305.3% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling