+1,753.6%
TSM vs DAR
+367.0%
+1,386.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.6% | +1.6% |
| 7D | +6.0% | -0.9% | +6.9% | +6.3% |
| 30D | +4.5% | +13.0% | -8.4% | +0.8% |
| 3M | +3.1% | +15.0% | -11.9% | -1.2% |
| 6M | +30.2% | +26.8% | +3.4% | +20.8% |
| YTD | +45.2% | +86.4% | -41.2% | +21.0% |
| 1Y | +79.6% | +115.1% | -35.5% | +42.5% |
| 3Y | +411.0% | +14.6% | +396.4% | +367.1% |
| 5Y | +290.7% | -8.8% | +299.5% | +269.8% |
| 10Y | +1,753.6% | +356.5% | +1,397.1% | +916.1% |
| All | +1,753.6% | +367.0% | +1,386.6% | +916.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling