+1,779.8%
TSM vs DGX
+255.3%
+1,524.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.9% |
| 7D | +1.0% | -0.9% | +1.9% | +1.2% |
| 30D | +1.0% | -1.2% | +2.1% | +1.2% |
| 3M | +2.9% | +15.8% | -12.9% | -0.5% |
| 6M | +22.8% | +18.2% | +4.7% | +17.9% |
| YTD | +43.3% | +37.2% | +6.1% | +32.7% |
| 1Y | +69.2% | +30.4% | +38.8% | +58.1% |
| 3Y | +404.5% | +96.7% | +307.8% | +312.9% |
| 5Y | +282.2% | +67.2% | +215.0% | +222.8% |
| All | +1,779.8% | +255.3% | +1,524.4% | +1,136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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