+323.5%
TSM vs D
+74.2%
+249.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.1% |
| 7D | -2.1% | +2.4% | -4.4% | -1.5% |
| 30D | -12.5% | +10.9% | -23.5% | -10.4% |
| 3M | -5.0% | +2.8% | -7.8% | -4.1% |
| 6M | -3.2% | +12.7% | -15.9% | -0.5% |
| YTD | +31.5% | +20.3% | +11.2% | +36.9% |
| 1Y | +35.7% | +17.1% | +18.6% | +40.8% |
| 3Y | +323.5% | +75.1% | +248.3% | +356.6% |
| All | +323.5% | +74.2% | +249.3% | +356.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling