+1,641.8%
TSM vs DAR
+290.1%
+1,351.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.1% | -0.8% | +2.9% |
| 7D | +4.4% | +3.6% | +0.9% | +3.5% |
| 30D | -7.0% | -11.3% | +4.3% | -4.0% |
| 3M | -1.8% | -13.1% | +11.3% | +1.5% |
| 6M | +2.7% | -15.1% | +17.8% | +6.5% |
| YTD | +37.1% | +50.5% | -13.4% | +20.8% |
| 1Y | +43.5% | +57.9% | -14.4% | +24.4% |
| 3Y | +341.5% | +28.9% | +312.6% | +286.2% |
| 5Y | +278.9% | -31.4% | +310.3% | +289.5% |
| 10Y | +1,641.8% | +301.0% | +1,340.8% | +905.6% |
| All | +1,641.8% | +290.1% | +1,351.7% | +905.6% |
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