+13,171.6%
TSM vs DE
+4,312.9%
+8,858.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.0% |
| 7D | +4.4% | +2.3% | +2.2% | +3.6% |
| 30D | -7.0% | +9.3% | -16.3% | -10.4% |
| 3M | -1.8% | +12.2% | -14.0% | -7.0% |
| 6M | +2.7% | +18.1% | -15.4% | -5.1% |
| YTD | +37.1% | +49.8% | -12.7% | +13.3% |
| 1Y | +43.5% | +46.4% | -2.9% | +19.4% |
| 3Y | +341.5% | +92.5% | +249.0% | +219.5% |
| 5Y | +278.9% | +107.4% | +171.5% | +156.2% |
| 10Y | +1,641.8% | +784.1% | +857.7% | +487.8% |
| All | +13,171.6% | +4,312.9% | +8,858.7% | +1,804.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling