+13,634.3%
TSM vs DD
+490.8%
+13,143.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.2% |
| 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% | +58.2% |
| 3Y | +380.2% | +42.5% | +337.7% | +298.8% |
| 5Y | +275.3% | +60.2% | +215.2% | +193.3% |
| 10Y | +1,751.4% | +68.9% | +1,682.5% | +1,209.9% |
| All | +13,634.3% | +490.8% | +13,143.6% | +3,434.3% |
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