+1,815.4%
TSM vs DG
+102.6%
+1,712.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.5% |
| 7D | +4.8% | -4.8% | +9.6% | +5.4% |
| 30D | +4.0% | +1.8% | +2.3% | +3.7% |
| 3M | +2.0% | +14.5% | -12.5% | 0.0% |
| 6M | +25.5% | -13.6% | +39.0% | +27.2% |
| YTD | +44.0% | -4.8% | +48.8% | +44.1% |
| 1Y | +75.4% | +21.6% | +53.9% | +69.4% |
| 3Y | +406.7% | +4.5% | +402.3% | +388.5% |
| 5Y | +285.0% | -38.5% | +323.4% | +314.8% |
| 10Y | +1,815.4% | +102.2% | +1,713.2% | +1,519.2% |
| All | +1,815.4% | +102.6% | +1,712.8% | +1,519.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling