-5.6%
DLR vs TSEM
-42.2%
+36.5%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.9% | +5.1% | -1.2% |
| 7D | +3.3% | +7.0% | -3.6% | +2.5% |
| 30D | +4.6% | -29.8% | +34.4% | +7.3% |
| 3M | -8.3% | -41.9% | +33.7% | -5.2% |
| 6M | -5.6% | -45.8% | +40.1% | -3.4% |
| All | -5.6% | -42.2% | +36.5% | -3.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling