+1,502.2%
TSM vs D
+42.1%
+1,460.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.6% |
| 7D | -2.5% | +0.8% | -3.3% | -2.6% |
| 30D | -14.3% | +10.7% | -25.0% | -15.2% |
| 3M | -7.2% | +2.3% | -9.5% | -7.5% |
| 6M | -5.1% | +12.5% | -17.6% | -6.6% |
| YTD | +28.9% | +20.1% | +8.8% | +25.8% |
| 1Y | +37.1% | +15.6% | +21.5% | +34.4% |
| 3Y | +341.5% | +75.2% | +266.3% | +299.3% |
| 5Y | +245.7% | +14.6% | +231.1% | +237.6% |
| 10Y | +1,502.2% | +43.8% | +1,458.5% | +1,369.9% |
| All | +1,502.2% | +42.1% | +1,460.1% | +1,369.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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