+1,282.5%
TSEM vs DLTR
+45.3%
+1,237.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | -4.9% | -10.1% | +5.2% | -3.3% |
| 30D | -18.7% | -8.1% | -10.6% | -17.8% |
| 3M | -18.1% | +2.9% | -21.0% | -19.0% |
| 6M | +77.1% | +4.3% | +72.7% | +73.8% |
| YTD | +80.1% | -3.9% | +84.1% | +78.9% |
| 1Y | +220.4% | +18.9% | +201.5% | +205.2% |
| 3Y | +650.1% | +1.9% | +648.2% | +616.3% |
| 5Y | +628.9% | +31.0% | +597.9% | +531.8% |
| All | +1,282.5% | +45.3% | +1,237.2% | +1,025.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling