+996.0%
DIS vs TSEM
+11.3%
+984.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.8% | -9.6% | -2.4% |
| 7D | -2.6% | +6.9% | -9.5% | -3.2% |
| 30D | +3.5% | +5.3% | -1.8% | +2.7% |
| 3M | +6.8% | -14.9% | +21.7% | +7.0% |
| 6M | +3.0% | +80.0% | -77.0% | -5.0% |
| YTD | -6.7% | +89.4% | -96.1% | -14.7% |
| 1Y | -10.1% | +253.1% | -263.2% | -22.9% |
| 3Y | +33.0% | +642.1% | -609.1% | +5.0% |
| 5Y | -40.0% | +659.1% | -699.1% | -53.1% |
| 10Y | +21.1% | +1,291.4% | -1,270.3% | -11.9% |
| All | +996.0% | +11.3% | +984.7% | +623.0% |
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