+346.2%
TSM vs DE
+93.1%
+253.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.1% |
| 7D | +4.4% | +2.3% | +2.2% | +4.0% |
| 30D | -7.0% | +9.3% | -16.3% | -8.9% |
| 3M | -1.8% | +12.2% | -14.0% | -4.8% |
| 6M | +2.7% | +18.1% | -15.4% | -1.7% |
| YTD | +37.1% | +49.8% | -12.7% | +22.6% |
| 1Y | +43.5% | +46.4% | -2.9% | +28.8% |
| All | +346.2% | +93.1% | +253.1% | +271.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling