+265.7%
TSM vs D
+13.1%
+252.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.6% |
| 7D | +6.2% | -1.4% | +7.6% | +6.1% |
| 30D | -7.3% | +7.7% | -15.0% | -6.7% |
| 3M | -7.1% | -0.3% | -6.8% | -7.0% |
| 6M | +0.2% | +10.1% | -9.8% | +0.9% |
| YTD | +32.2% | +19.1% | +13.2% | +33.4% |
| 1Y | +42.8% | +15.9% | +26.9% | +44.0% |
| 3Y | +330.4% | +75.0% | +255.4% | +325.8% |
| All | +265.7% | +13.1% | +252.6% | +281.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling