+1,598.5%
TSM vs DG
+119.6%
+1,478.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.6% | +2.0% |
| 7D | -2.1% | +5.2% | -7.3% | -2.6% |
| 30D | -12.5% | +7.9% | -20.5% | -13.4% |
| 3M | -5.0% | +12.7% | -17.7% | -6.6% |
| 6M | -3.2% | +22.4% | -25.6% | -6.1% |
| YTD | +31.5% | +5.4% | +26.1% | +29.8% |
| 1Y | +35.7% | +39.4% | -3.7% | +28.7% |
| 3Y | +323.5% | +24.1% | +299.4% | +296.3% |
| 5Y | +263.4% | -32.2% | +295.5% | +287.5% |
| 10Y | +1,598.5% | +111.8% | +1,486.7% | +1,316.8% |
| All | +1,598.5% | +119.6% | +1,478.9% | +1,316.8% |
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