-14.4%
TSEM vs DLTR
+10,981.5%
-10,995.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.6% | +4.5% | -0.3% |
| 7D | +10.4% | -5.8% | +16.3% | +11.4% |
| 30D | -12.9% | -5.2% | -7.7% | -12.4% |
| 3M | -9.2% | +15.2% | -24.4% | -11.5% |
| 6M | +98.8% | +7.1% | +91.6% | +94.5% |
| YTD | +87.2% | +0.8% | +86.4% | +84.5% |
| 1Y | +239.0% | +24.8% | +214.2% | +222.7% |
| 3Y | +679.5% | +6.9% | +672.6% | +642.8% |
| 5Y | +667.3% | +33.2% | +634.0% | +589.6% |
| 10Y | +1,301.0% | +51.6% | +1,249.5% | +1,099.3% |
| All | -14.4% | +10,981.5% | -10,995.9% | -63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling