+1,410.4%
TSM vs D
+42.6%
+1,367.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.5% | +7.8% | +6.5% |
| 7D | -7.6% | +3.0% | -10.5% | -7.8% |
| 30D | -20.5% | +11.5% | -32.0% | -21.4% |
| 3M | -10.0% | +3.7% | -13.7% | -10.4% |
| 6M | -10.1% | +13.5% | -23.6% | -11.5% |
| YTD | +24.5% | +20.7% | +3.8% | +21.5% |
| 1Y | +31.2% | +18.2% | +12.9% | +28.2% |
| 3Y | +322.0% | +73.3% | +248.7% | +282.4% |
| 5Y | +245.3% | +12.3% | +233.0% | +238.8% |
| All | +1,410.4% | +42.6% | +1,367.8% | +1,290.9% |
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