+181.2%
DLR vs TSEM
+805.6%
-624.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.9% | +5.1% | -1.0% |
| 7D | +3.3% | +7.0% | -3.6% | +2.3% |
| 30D | +4.6% | -29.8% | +34.4% | +8.9% |
| 3M | -8.3% | -41.9% | +33.7% | -2.5% |
| 6M | -5.6% | -45.8% | +40.1% | -0.5% |
| YTD | +18.7% | +25.1% | -6.4% | +9.1% |
| 1Y | +17.1% | +48.2% | -31.1% | +4.7% |
| 3Y | +54.4% | +476.5% | -422.1% | +10.6% |
| 5Y | +36.5% | +301.4% | -265.0% | +1.7% |
| All | +181.2% | +805.6% | -624.4% | +76.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling