+1,598.5%
TSM vs DD
+100.9%
+1,497.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.5% |
| 7D | -2.1% | +2.2% | -4.3% | -2.8% |
| 30D | -12.5% | +20.7% | -33.2% | -19.4% |
| 3M | -5.0% | +11.3% | -16.3% | -9.4% |
| 6M | -3.2% | +6.0% | -9.2% | -6.0% |
| YTD | +31.5% | +31.7% | -0.2% | +15.7% |
| 1Y | +35.7% | +32.2% | +3.5% | +19.0% |
| 3Y | +323.5% | +92.7% | +230.8% | +207.7% |
| 5Y | +263.4% | +72.1% | +191.3% | +172.7% |
| 10Y | +1,598.5% | +99.7% | +1,498.9% | +1,044.9% |
| All | +1,598.5% | +100.9% | +1,497.6% | +1,044.9% |
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