+617.0%
TSEM vs DLTR
+29.9%
+587.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.2% | -3.9% |
| 7D | +0.9% | -9.4% | +10.4% | +1.8% |
| 30D | -16.6% | -7.3% | -9.3% | -16.2% |
| 3M | -10.9% | +7.6% | -18.5% | -12.0% |
| 6M | +78.0% | +1.6% | +76.4% | +76.6% |
| YTD | +77.2% | -3.5% | +80.7% | +76.6% |
| 1Y | +207.6% | +20.0% | +187.5% | +197.3% |
| 3Y | +637.8% | +2.3% | +635.6% | +611.9% |
| 5Y | +617.0% | +31.5% | +585.5% | +629.4% |
| All | +617.0% | +29.9% | +587.1% | +629.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling