+42.8%
TSM vs DD
+27.9%
+14.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.4% |
| 7D | +6.2% | +5.0% | +1.2% | +3.9% |
| 30D | -7.3% | +19.7% | -27.0% | -13.8% |
| 3M | -7.1% | +7.2% | -14.3% | -9.7% |
| 6M | +0.2% | +1.0% | -0.8% | -0.5% |
| YTD | +32.2% | +29.1% | +3.1% | +21.6% |
| 1Y | +42.8% | +28.5% | +14.3% | +31.4% |
| All | +42.8% | +27.9% | +14.9% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling