+6,396.9%
TSM vs DG
+606.1%
+5,790.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.7% |
| 7D | +2.7% | +8.4% | -5.7% | +1.6% |
| 30D | +3.6% | +4.9% | -1.3% | +2.9% |
| 3M | -3.4% | +29.3% | -32.7% | -7.0% |
| 6M | +20.6% | -11.3% | +31.9% | +22.0% |
| YTD | +41.9% | +1.8% | +40.1% | +40.7% |
| 1Y | +84.4% | +25.3% | +59.0% | +76.8% |
| 3Y | +380.2% | +9.1% | +371.1% | +357.8% |
| 5Y | +275.3% | -34.9% | +310.2% | +291.9% |
| 10Y | +1,751.4% | +108.2% | +1,643.2% | +1,436.2% |
| All | +6,396.9% | +606.1% | +5,790.9% | +3,886.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling