+13,634.3%
TSM vs DAR
+466.9%
+13,167.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.7% | +2.9% |
| 7D | +2.7% | +1.4% | +1.4% | +2.6% |
| 30D | +3.6% | +12.8% | -9.2% | +2.8% |
| 3M | -3.4% | +7.4% | -10.7% | -3.9% |
| 6M | +20.6% | +22.3% | -1.6% | +18.9% |
| YTD | +41.9% | +81.1% | -39.2% | +36.4% |
| 1Y | +84.4% | +106.5% | -22.1% | +75.5% |
| 3Y | +380.2% | +5.3% | +374.9% | +372.5% |
| 5Y | +275.3% | -11.5% | +286.9% | +271.4% |
| 10Y | +1,751.4% | +353.3% | +1,398.1% | +1,581.7% |
| All | +13,634.3% | +466.9% | +13,167.5% | +10,565.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling