+1,502.2%
TSM vs DAR
+288.2%
+1,214.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.7% | -1.2% | +2.3% |
| 7D | -2.5% | -2.8% | +0.2% | -1.7% |
| 30D | -14.3% | -12.8% | -1.4% | -11.1% |
| 3M | -7.2% | -11.6% | +4.3% | -4.6% |
| 6M | -5.1% | -16.8% | +11.7% | -1.1% |
| YTD | +28.9% | +45.9% | -17.0% | +14.5% |
| 1Y | +37.1% | +61.5% | -24.4% | +18.0% |
| 3Y | +341.5% | +23.0% | +318.5% | +291.2% |
| 5Y | +245.7% | -35.8% | +281.5% | +262.6% |
| 10Y | +1,502.2% | +280.4% | +1,221.9% | +832.1% |
| All | +1,502.2% | +288.2% | +1,214.0% | +832.1% |
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