+1,709.2%
TSM vs D
+34.8%
+1,674.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +2.9% |
| 7D | +2.7% | +1.5% | +1.3% | +2.6% |
| 30D | +3.6% | -2.6% | +6.2% | +3.9% |
| 3M | -3.4% | 0.0% | -3.4% | -3.5% |
| 6M | +20.6% | +7.4% | +13.3% | +19.3% |
| YTD | +41.9% | +15.9% | +26.0% | +38.9% |
| 1Y | +84.4% | +18.1% | +66.2% | +79.9% |
| 3Y | +380.2% | +58.4% | +321.8% | +339.3% |
| 5Y | +275.3% | +5.2% | +270.1% | +271.5% |
| All | +1,709.2% | +34.8% | +1,674.3% | +1,562.8% |
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