+322.0%
TSM vs DAR
+11.9%
+310.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +6.5% |
| 7D | -7.6% | -9.9% | +2.4% | -6.0% |
| 30D | -20.5% | -16.4% | -4.1% | -18.2% |
| 3M | -10.0% | -17.1% | +7.1% | -7.6% |
| 6M | -10.1% | -20.5% | +10.4% | -7.1% |
| YTD | +24.5% | +39.4% | -14.9% | +16.3% |
| 1Y | +31.2% | +57.2% | -26.1% | +19.8% |
| 3Y | +322.0% | +13.9% | +308.1% | +293.5% |
| All | +322.0% | +11.9% | +310.1% | +293.5% |
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