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  • TSM vs DD✓SelectedUSD · DDTSM vs DD performance historyLatest closeAs of-0.83%09/09
Stock and ETF performance explorer

TSM vs DD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,815.4%
DD return
+64.9%
Excess return
+1,750.4%
Maximum drawdown
-56.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioDDExcessAlpha
1D-0.8%-2.6%+1.8%+0.3%
7D+4.8%-3.8%+8.5%+6.5%
30D+4.0%-9.2%+13.3%+8.4%
3M+2.0%-9.0%+11.0%+6.1%
6M+25.5%-5.0%+30.5%+27.5%
YTD+44.0%+7.4%+36.6%+38.5%
1Y+75.4%+35.1%+40.3%+51.6%
3Y+406.7%+43.2%+363.5%+318.0%
5Y+285.0%+59.6%+225.3%+199.5%
10Y+1,815.4%+66.5%+1,748.9%+1,253.0%
All+1,815.4%+64.9%+1,750.4%+1,253.0%

Cumulative growth

Daily Returns

Daily percentage return beside DD.

Daily Out/Under-Performance

Portfolio return minus DD return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DD 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 DD 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