+220.4%
TSEM vs DKS
-39.2%
+259.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.2% | +1.5% |
| 7D | -4.9% | -3.0% | -1.9% | -4.6% |
| 30D | -18.7% | -33.4% | +14.6% | -15.6% |
| 3M | -18.1% | -39.4% | +21.2% | -14.0% |
| 6M | +77.1% | -30.1% | +107.2% | +80.4% |
| YTD | +80.1% | -31.0% | +111.1% | +83.0% |
| 1Y | +220.4% | -40.2% | +260.6% | +234.7% |
| All | +220.4% | -39.2% | +259.6% | +234.7% |
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