+13,634.3%
TSM vs D
+1,117.9%
+12,516.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.3% | +3.3% |
| 7D | +2.7% | +0.4% | +2.3% | +2.6% |
| 30D | +3.6% | -3.6% | +7.2% | +4.6% |
| 3M | -3.4% | -1.0% | -2.4% | -3.3% |
| 6M | +20.6% | +6.3% | +14.3% | +17.6% |
| YTD | +41.9% | +14.7% | +27.2% | +35.2% |
| 1Y | +84.4% | +16.9% | +67.4% | +74.2% |
| 3Y | +380.2% | +56.8% | +323.4% | +300.7% |
| 5Y | +275.3% | +5.2% | +270.1% | +252.5% |
| 10Y | +1,751.4% | +35.9% | +1,715.5% | +1,396.4% |
| All | +13,634.3% | +1,117.9% | +12,516.4% | +5,212.9% |
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 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