+1,115.0%
DIS vs TSEM
-31.2%
+1,146.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.8% | -5.2% | -0.8% |
| 7D | +5.2% | -17.5% | +22.7% | +6.8% |
| 30D | +11.5% | -44.7% | +56.1% | +16.8% |
| 3M | +11.5% | -38.9% | +50.4% | +15.2% |
| 6M | +8.9% | -36.7% | +45.5% | +10.3% |
| YTD | +3.4% | +17.0% | -13.6% | -2.2% |
| 1Y | +7.2% | +62.8% | -55.6% | -2.0% |
| 3Y | +43.3% | +471.3% | -428.0% | +14.8% |
| 5Y | -31.4% | +290.3% | -321.7% | -43.6% |
| 10Y | +37.1% | +790.1% | -753.0% | +3.0% |
| All | +1,115.0% | -31.2% | +1,146.3% | +729.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling