+330.4%
TSM vs DAR
+33.7%
+296.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.9% |
| 7D | +6.2% | +11.6% | -5.4% | +4.3% |
| 30D | -7.3% | -10.2% | +3.0% | -5.8% |
| 3M | -7.1% | -14.8% | +7.7% | -5.0% |
| 6M | +0.2% | -10.1% | +10.3% | +1.4% |
| YTD | +32.2% | +55.5% | -23.3% | +21.1% |
| 1Y | +42.8% | +61.7% | -18.9% | +29.8% |
| 3Y | +330.4% | +37.2% | +293.2% | +288.7% |
| All | +330.4% | +33.7% | +296.7% | +288.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling