+11,954.4%
TSM vs DD
+557.8%
+11,396.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.1% | +5.2% | +5.9% |
| 7D | -7.6% | +4.6% | -12.2% | -9.3% |
| 30D | -20.5% | +11.8% | -32.3% | -24.2% |
| 3M | -10.0% | +2.2% | -12.1% | -10.9% |
| 6M | -10.1% | -1.6% | -8.4% | -9.8% |
| YTD | +24.5% | +23.0% | +1.5% | +13.0% |
| 1Y | +31.2% | +26.9% | +4.2% | +17.3% |
| 3Y | +322.0% | +77.9% | +244.1% | +219.4% |
| 5Y | +245.3% | +59.9% | +185.4% | +170.6% |
| 10Y | +1,465.8% | +90.1% | +1,375.8% | +952.6% |
| All | +11,954.4% | +557.8% | +11,396.6% | +2,860.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling