+1,139.7%
DIS vs TSEM
-23.8%
+1,163.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.9% | -8.9% | +1.1% |
| 7D | +5.3% | -2.0% | +7.3% | +5.3% |
| 30D | +10.2% | -33.4% | +43.7% | +13.7% |
| 3M | +13.5% | -39.7% | +53.2% | +17.5% |
| 6M | +11.1% | -27.8% | +39.0% | +11.3% |
| YTD | +5.5% | +29.7% | -24.2% | -1.1% |
| 1Y | +9.1% | +81.1% | -72.0% | -1.2% |
| 3Y | +36.0% | +529.3% | -493.3% | +8.0% |
| 5Y | -29.8% | +315.0% | -344.8% | -42.6% |
| 10Y | +36.6% | +865.7% | -829.1% | +1.9% |
| All | +1,139.7% | -23.8% | +1,163.5% | +738.6% |
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 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