+34.3%
DLR vs TSEM
+657.0%
-622.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.8% | -7.5% | -0.6% |
| 7D | +1.6% | +6.9% | -5.3% | +0.7% |
| 30D | -3.4% | +5.3% | -8.7% | -4.1% |
| 3M | +0.5% | -14.9% | +15.4% | +0.9% |
| 6M | +4.6% | +80.0% | -75.5% | -7.1% |
| YTD | +23.4% | +89.4% | -65.9% | +8.0% |
| 1Y | +19.0% | +253.1% | -234.1% | -6.8% |
| 3Y | +56.5% | +642.1% | -585.6% | +7.8% |
| All | +34.3% | +657.0% | -622.7% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling