+285.0%
TSM vs DE
+96.1%
+188.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +4.8% | -3.0% | +7.8% | +5.7% |
| 30D | +4.0% | +11.1% | -7.1% | +0.8% |
| 3M | +2.0% | +17.6% | -15.6% | -2.8% |
| 6M | +25.5% | +13.6% | +11.9% | +20.3% |
| YTD | +44.0% | +46.3% | -2.3% | +27.7% |
| 1Y | +75.4% | +44.2% | +31.3% | +55.6% |
| 3Y | +406.7% | +76.6% | +330.2% | +316.7% |
| 5Y | +285.0% | +98.2% | +186.8% | +193.4% |
| All | +285.0% | +96.1% | +188.9% | +193.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling