+411.0%
TSM vs DE
+72.4%
+338.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +2.8% |
| 7D | +6.0% | +0.7% | +5.4% | +5.8% |
| 30D | +4.5% | +9.6% | -5.1% | +1.8% |
| 3M | +3.1% | +19.0% | -15.9% | -1.6% |
| 6M | +30.2% | +16.1% | +14.1% | +24.6% |
| YTD | +45.2% | +47.0% | -1.8% | +29.6% |
| 1Y | +79.6% | +43.1% | +36.4% | +61.1% |
| 3Y | +411.0% | +77.5% | +333.5% | +325.4% |
| All | +411.0% | +72.4% | +338.6% | +325.4% |
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 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