+11,237.1%
TSM vs D
+1,188.2%
+10,048.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.2% | -10.6% | -10.7% |
| 7D | -18.2% | +6.9% | -25.2% | -19.9% |
| 30D | -26.8% | +12.3% | -39.1% | -29.4% |
| 3M | -14.5% | +3.0% | -17.5% | -15.5% |
| 6M | -10.0% | +12.8% | -22.8% | -13.9% |
| YTD | +17.1% | +22.6% | -5.4% | +9.2% |
| 1Y | +21.5% | +21.7% | -0.1% | +13.3% |
| 3Y | +300.4% | +83.9% | +216.4% | +217.5% |
| 5Y | +224.7% | +14.0% | +210.8% | +197.3% |
| 10Y | +1,372.7% | +45.6% | +1,327.1% | +1,062.7% |
| All | +11,237.1% | +1,188.2% | +10,048.9% | +4,206.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling