+45.6%
DUK vs TSEM
+633.2%
-587.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -1.1% |
| 7D | -1.7% | +0.9% | -2.6% | -1.6% |
| 30D | -2.2% | -16.6% | +14.4% | -3.0% |
| 3M | -3.7% | -10.9% | +7.2% | -3.7% |
| 6M | -6.3% | +78.0% | -84.4% | -2.3% |
| YTD | +4.5% | +77.2% | -72.7% | +9.2% |
| 1Y | +1.8% | +207.6% | -205.7% | +10.2% |
| All | +45.6% | +633.2% | -587.6% | +57.4% |
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 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