+80.5%
TSEM vs DKS
-29.5%
+110.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +7.7% | -16.5% | -8.7% |
| 7D | -23.1% | +8.4% | -31.5% | -23.1% |
| 30D | -40.4% | +7.7% | -48.0% | -40.5% |
| 3M | -37.9% | -25.8% | -12.1% | -36.3% |
| 6M | -30.8% | -31.0% | +0.2% | -28.8% |
| YTD | +26.7% | -23.8% | +50.5% | +27.3% |
| 1Y | +80.5% | -29.8% | +110.3% | +83.4% |
| All | +80.5% | -29.5% | +110.0% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 1y: compounded portfolio wealth divided by compounded DKS 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…
1y analysis · Full analysis span regression · 6 months rolling