-22.5%
DIS vs TSEM
+297.9%
-320.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.9% | +7.6% | +1.1% |
| 7D | +1.9% | +7.0% | -5.1% | +1.4% |
| 30D | +9.2% | -29.8% | +38.9% | +11.5% |
| 3M | +13.5% | -41.9% | +55.5% | +17.3% |
| 6M | +14.3% | -45.8% | +60.0% | +17.3% |
| YTD | +5.4% | +25.1% | -19.7% | -6.6% |
| 1Y | +12.2% | +48.2% | -36.1% | -4.0% |
| 3Y | +37.2% | +476.5% | -439.3% | -12.6% |
| All | -22.5% | +297.9% | -320.4% | -46.6% |
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