+322.0%
TSM vs D
+79.5%
+242.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.5% | +7.8% | +6.0% |
| 7D | -7.6% | +3.0% | -10.5% | -6.9% |
| 30D | -20.5% | +11.5% | -32.0% | -18.5% |
| 3M | -10.0% | +3.7% | -13.7% | -8.9% |
| 6M | -10.1% | +13.5% | -23.6% | -7.4% |
| YTD | +24.5% | +20.7% | +3.8% | +29.7% |
| 1Y | +31.2% | +18.2% | +12.9% | +36.3% |
| 3Y | +322.0% | +73.3% | +248.7% | +359.2% |
| All | +322.0% | +79.5% | +242.4% | +359.2% |
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