+17.1%
DLR vs TSEM
+40.2%
-23.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.9% | +5.1% | -1.3% |
| 7D | +3.3% | +7.0% | -3.6% | +2.6% |
| 30D | +4.6% | -29.8% | +34.4% | +7.2% |
| 3M | -8.3% | -41.9% | +33.7% | -4.9% |
| 6M | -5.6% | -45.8% | +40.1% | -2.6% |
| YTD | +18.7% | +25.1% | -6.4% | +11.8% |
| 1Y | +17.1% | +48.2% | -31.1% | +8.3% |
| All | +17.1% | +40.2% | -23.1% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling