+278.9%
TSM vs DE
+109.1%
+169.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.1% |
| 7D | +4.4% | +2.3% | +2.2% | +3.9% |
| 30D | -7.0% | +9.3% | -16.3% | -9.3% |
| 3M | -1.8% | +12.2% | -14.0% | -5.2% |
| 6M | +2.7% | +18.1% | -15.4% | -2.5% |
| YTD | +37.1% | +49.8% | -12.7% | +20.6% |
| 1Y | +43.5% | +46.4% | -2.9% | +26.8% |
| 3Y | +341.5% | +92.5% | +249.0% | +253.3% |
| 5Y | +278.9% | +107.4% | +171.5% | +185.8% |
| All | +278.9% | +109.1% | +169.8% | +185.8% |
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