+13,634.3%
TSM vs DE
+4,313.7%
+9,320.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +2.7% | +10.0% | -7.3% | -1.4% |
| 30D | +3.6% | +13.3% | -9.7% | -2.0% |
| 3M | -3.4% | +17.5% | -20.9% | -10.1% |
| 6M | +20.6% | +13.6% | +7.0% | +13.2% |
| YTD | +41.9% | +49.8% | -7.9% | +17.6% |
| 1Y | +84.4% | +47.9% | +36.5% | +52.8% |
| 3Y | +380.2% | +72.5% | +307.7% | +264.8% |
| 5Y | +275.3% | +90.2% | +185.1% | +163.2% |
| 10Y | +1,751.4% | +865.4% | +886.0% | +502.7% |
| All | +13,634.3% | +4,313.7% | +9,320.6% | +1,876.1% |
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 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