+80.5%
TSEM vs DLTR
+45.2%
+35.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +9.6% | -18.4% | -6.9% |
| 7D | -23.1% | +15.6% | -38.7% | -20.9% |
| 30D | -40.4% | +29.9% | -70.2% | -38.0% |
| 3M | -37.9% | +12.5% | -50.3% | -36.0% |
| 6M | -30.8% | +56.3% | -87.1% | -29.2% |
| YTD | +26.7% | +19.5% | +7.2% | +33.5% |
| 1Y | +80.5% | +44.0% | +36.5% | +72.5% |
| All | +80.5% | +45.2% | +35.2% | +72.5% |
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