+55.3%
DLR vs TSEM
+599.9%
-544.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.6% | -7.5% | -0.9% |
| 7D | -2.0% | +6.8% | -8.8% | -3.0% |
| 30D | +0.5% | -26.6% | +27.2% | +3.9% |
| 3M | -4.4% | -36.3% | +31.9% | +0.2% |
| 6M | -6.4% | -30.6% | +24.1% | -5.3% |
| YTD | +19.5% | +35.3% | -15.8% | +6.2% |
| 1Y | +10.5% | +59.2% | -48.7% | -5.1% |
| All | +55.3% | +599.9% | -544.5% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling