+397.0%
TSM vs DD
+46.1%
+350.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.7% |
| 7D | +2.7% | -3.5% | +6.2% | +4.3% |
| 30D | +3.6% | -10.3% | +13.9% | +8.5% |
| 3M | -3.4% | -7.5% | +4.2% | -0.1% |
| 6M | +20.6% | -8.0% | +28.6% | +24.3% |
| YTD | +41.9% | +10.5% | +31.4% | +34.9% |
| 1Y | +84.4% | +38.3% | +46.1% | +57.3% |
| All | +397.0% | +46.1% | +350.8% | +304.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling