+6,178.0%
TSM vs DG
+632.1%
+5,545.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.2% |
| 7D | +4.4% | -3.0% | +7.4% | +4.8% |
| 30D | -7.0% | +8.6% | -15.6% | -8.2% |
| 3M | -1.8% | +15.0% | -16.8% | -3.9% |
| 6M | +2.7% | +32.7% | -30.0% | -1.9% |
| YTD | +37.1% | +5.5% | +31.6% | +34.9% |
| 1Y | +43.5% | +34.6% | +8.9% | +35.9% |
| 3Y | +341.5% | +24.2% | +317.3% | +310.4% |
| 5Y | +278.9% | -32.3% | +311.1% | +292.5% |
| 10Y | +1,641.8% | +111.1% | +1,530.7% | +1,340.5% |
| All | +6,178.0% | +632.1% | +5,545.9% | +3,722.3% |
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