+1,391.5%
DUK vs TSEM
+8.4%
+1,383.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | -0.1% | +4.7% | -4.8% | -0.2% |
| 30D | +0.2% | -14.2% | +14.5% | +0.5% |
| 3M | -1.9% | -5.0% | +3.2% | -2.0% |
| 6M | -6.5% | +87.6% | -94.1% | -8.1% |
| YTD | +5.4% | +84.4% | -79.0% | +3.6% |
| 1Y | +3.6% | +235.4% | -231.9% | +0.4% |
| 3Y | +48.1% | +668.0% | -619.9% | +40.4% |
| 5Y | +39.6% | +644.7% | -605.2% | +32.0% |
| 10Y | +131.8% | +1,326.7% | -1,194.8% | +114.5% |
| All | +1,391.5% | +8.4% | +1,383.1% | +1,262.7% |
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