+324.8%
TSEM vs DKS
+5,981.0%
-5,656.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.7% | -0.1% |
| 7D | +10.4% | -0.4% | +10.9% | +10.5% |
| 30D | -12.9% | -36.6% | +23.7% | -5.6% |
| 3M | -9.2% | -37.6% | +28.4% | -1.6% |
| 6M | +98.8% | -32.1% | +130.8% | +110.9% |
| YTD | +87.2% | -32.3% | +119.5% | +98.3% |
| 1Y | +239.0% | -39.5% | +278.5% | +266.9% |
| 3Y | +679.5% | +27.7% | +651.8% | +604.8% |
| 5Y | +667.3% | +15.0% | +652.2% | +577.4% |
| 10Y | +1,301.0% | +192.6% | +1,108.4% | +815.9% |
| All | +324.8% | +5,981.0% | -5,656.2% | +88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling