+1,757.1%
TSM vs DE
+867.0%
+890.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +2.6% | -2.4% | +5.0% | +3.5% |
| 30D | +1.4% | +9.7% | -8.3% | -2.3% |
| 3M | +5.0% | +21.4% | -16.4% | -2.7% |
| 6M | +24.0% | +15.0% | +8.9% | +16.8% |
| YTD | +41.6% | +46.4% | -4.8% | +21.0% |
| 1Y | +66.2% | +45.6% | +20.5% | +41.6% |
| 3Y | +398.2% | +76.8% | +321.4% | +286.3% |
| 5Y | +277.6% | +99.4% | +178.2% | +168.4% |
| All | +1,757.1% | +867.0% | +890.1% | +651.4% |
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