+277.6%
TSM vs DGX
+59.5%
+218.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.2% | -1.7% |
| 7D | +2.6% | -3.5% | +6.1% | +2.7% |
| 30D | +1.4% | -2.7% | +4.1% | +1.5% |
| 3M | +5.0% | +13.9% | -8.9% | +4.7% |
| 6M | +24.0% | +16.0% | +7.9% | +23.5% |
| YTD | +41.6% | +34.9% | +6.6% | +40.0% |
| 1Y | +66.2% | +30.6% | +35.6% | +64.4% |
| 3Y | +398.2% | +93.0% | +305.2% | +365.1% |
| 5Y | +277.6% | +64.4% | +213.2% | +236.6% |
| All | +277.6% | +59.5% | +218.1% | +236.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling