+3,455.1%
DLR vs TSEM
+394.6%
+3,060.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.0% |
| 3M | -8.3% | -41.9% | +33.7% | -3.8% |
| 6M | -5.6% | -45.8% | +40.1% | -1.5% |
| YTD | +18.7% | +25.1% | -6.4% | +12.3% |
| 1Y | +17.1% | +48.2% | -31.1% | +8.7% |
| 3Y | +54.4% | +476.5% | -422.1% | +22.9% |
| 5Y | +36.5% | +301.4% | -265.0% | +11.4% |
| 10Y | +187.7% | +812.9% | -625.2% | +110.3% |
| All | +3,455.1% | +394.6% | +3,060.5% | +2,207.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling