+1,643.1%
TSM vs DE
+762.0%
+881.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | +6.2% | +0.3% | +5.9% | +6.1% |
| 30D | -7.3% | +3.6% | -10.8% | -8.5% |
| 3M | -7.1% | +10.2% | -17.4% | -10.8% |
| 6M | +0.2% | +16.6% | -16.3% | -5.9% |
| YTD | +32.2% | +45.8% | -13.6% | +13.0% |
| 1Y | +42.8% | +43.9% | -1.1% | +22.2% |
| 3Y | +330.4% | +89.6% | +240.8% | +224.1% |
| 5Y | +263.9% | +100.3% | +163.6% | +158.5% |
| All | +1,643.1% | +762.0% | +881.1% | +676.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 10y: compounded portfolio wealth divided by compounded DE 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…
10y analysis · Full analysis span regression · 6 months rolling