+285.0%
TSM vs DG
-39.5%
+324.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.8% |
| 7D | +4.8% | -4.8% | +9.6% | +4.8% |
| 30D | +4.0% | +1.8% | +2.3% | +4.0% |
| 3M | +2.0% | +14.5% | -12.5% | +1.7% |
| 6M | +25.5% | -13.6% | +39.0% | +25.6% |
| YTD | +44.0% | -4.8% | +48.8% | +44.0% |
| 1Y | +75.4% | +21.6% | +53.9% | +74.8% |
| 3Y | +406.7% | +4.5% | +402.3% | +412.7% |
| 5Y | +285.0% | -38.5% | +323.4% | +301.8% |
| All | +285.0% | -39.5% | +324.5% | +301.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling