+650.1%
TSEM vs DLTR
+1.4%
+648.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | -4.9% | -10.1% | +5.2% | -4.0% |
| 30D | -18.7% | -8.1% | -10.6% | -18.2% |
| 3M | -18.1% | +2.9% | -21.0% | -18.8% |
| 6M | +77.1% | +4.3% | +72.7% | +75.2% |
| YTD | +80.1% | -3.9% | +84.1% | +79.9% |
| 1Y | +220.4% | +18.9% | +201.5% | +208.0% |
| 3Y | +650.1% | +1.9% | +648.2% | +604.1% |
| All | +650.1% | +1.4% | +648.7% | +604.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling