+621.7%
TSEM vs DKS
+14.7%
+606.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +1.2% |
| 7D | -4.9% | -2.0% | -2.8% | -4.5% |
| 30D | -18.7% | -32.7% | +14.0% | -13.4% |
| 3M | -18.1% | -38.8% | +20.7% | -11.4% |
| 6M | +77.1% | -29.4% | +106.5% | +85.3% |
| YTD | +80.1% | -30.3% | +110.4% | +88.5% |
| 1Y | +220.4% | -39.6% | +260.0% | +244.8% |
| 3Y | +650.1% | +32.2% | +617.9% | +595.7% |
| All | +621.7% | +14.7% | +606.9% | +586.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling