+253.1%
TSEM vs DLTR
+29.2%
+223.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.3% | +7.6% | +7.9% |
| 7D | +6.9% | +2.5% | +4.4% | +7.0% |
| 30D | +5.3% | +2.1% | +3.2% | +5.4% |
| 3M | -14.9% | +20.3% | -35.2% | -15.4% |
| 6M | +80.0% | +11.5% | +68.5% | +83.7% |
| YTD | +89.4% | +6.8% | +82.5% | +93.0% |
| 1Y | +253.1% | +31.1% | +222.0% | +229.6% |
| All | +253.1% | +29.2% | +223.8% | +229.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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