+40.9%
DUK vs TSEM
+617.3%
-576.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | +0.1% |
| 7D | -0.7% | -4.9% | +4.2% | -0.8% |
| 30D | -2.4% | -18.7% | +16.3% | -3.1% |
| 3M | -3.0% | -18.1% | +15.1% | -3.2% |
| 6M | -6.6% | +77.1% | -83.6% | -4.1% |
| YTD | +4.6% | +80.1% | -75.6% | +7.5% |
| 1Y | +1.2% | +220.4% | -219.2% | +6.1% |
| 3Y | +45.7% | +650.1% | -604.4% | +54.0% |
| All | +40.9% | +617.3% | -576.3% | +53.4% |
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 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