+236.4%
TSM vs DD
+58.5%
+177.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.1% | +5.2% | +5.8% |
| 7D | -7.6% | +4.6% | -12.2% | -9.6% |
| 30D | -20.5% | +11.8% | -32.3% | -24.8% |
| 3M | -10.0% | +2.2% | -12.1% | -11.0% |
| 6M | -10.1% | -1.6% | -8.4% | -9.7% |
| YTD | +24.5% | +23.0% | +1.5% | +10.8% |
| 1Y | +31.2% | +26.9% | +4.2% | +14.6% |
| 3Y | +322.0% | +77.9% | +244.1% | +195.6% |
| All | +236.4% | +58.5% | +177.9% | +147.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling