+36.0%
TSM vs DAR
+63.3%
-27.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.2% | -2.0% |
| 7D | -10.0% | -5.7% | -4.3% | -9.5% |
| 30D | -18.5% | -16.6% | -1.9% | -17.2% |
| 3M | -4.9% | -13.1% | +8.2% | -3.9% |
| 6M | -1.0% | -18.8% | +17.8% | +0.5% |
| YTD | +31.3% | +45.3% | -14.0% | +21.7% |
| 1Y | +36.0% | +60.6% | -24.6% | +25.8% |
| All | +36.0% | +63.3% | -27.3% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1y: compounded portfolio wealth divided by compounded DAR 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…
1y analysis · Full analysis span regression · 6 months rolling