+18.9%
DLR vs TSEM
+238.1%
-219.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | +3.4% | +10.4% | -7.0% | +2.8% |
| 30D | -2.2% | -12.9% | +10.7% | -1.5% |
| 3M | +4.7% | -9.2% | +13.9% | +4.3% |
| 6M | +9.0% | +98.8% | -89.8% | +1.9% |
| YTD | +24.1% | +87.2% | -63.1% | +15.6% |
| All | +18.9% | +238.1% | -219.2% | +3.3% |
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