+176.7%
DLR vs TSEM
+1,283.8%
-1,107.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | +2.9% | +4.7% | -1.8% | +2.3% |
| 30D | -1.2% | -14.2% | +13.1% | +0.6% |
| 3M | +2.9% | -5.0% | +8.0% | +1.9% |
| 6M | +6.7% | +87.6% | -80.9% | -5.6% |
| YTD | +23.9% | +84.4% | -60.6% | +9.1% |
| 1Y | +18.6% | +235.4% | -216.8% | -5.2% |
| 3Y | +59.7% | +668.0% | -608.3% | +11.1% |
| 5Y | +42.1% | +644.7% | -602.7% | -1.9% |
| 10Y | +176.7% | +1,326.7% | -1,150.0% | +63.1% |
| All | +176.7% | +1,283.8% | -1,107.1% | +63.1% |
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