+1,815.4%
TSM vs DD
+64.9%
+1,750.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 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