+13,957.4%
TSM vs DGX
+7,749.7%
+6,207.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.6% |
| 7D | +6.0% | -0.3% | +6.3% | +6.1% |
| 30D | +4.5% | -1.2% | +5.7% | +4.8% |
| 3M | +3.1% | +19.9% | -16.8% | -2.7% |
| 6M | +30.2% | +19.2% | +11.0% | +22.8% |
| YTD | +45.2% | +37.5% | +7.7% | +31.0% |
| 1Y | +79.6% | +31.3% | +48.3% | +63.6% |
| 3Y | +411.0% | +96.6% | +314.4% | +303.6% |
| 5Y | +290.7% | +64.3% | +226.4% | +221.3% |
| 10Y | +1,753.6% | +241.1% | +1,512.5% | +1,071.0% |
| All | +13,957.4% | +7,749.7% | +6,207.8% | +3,543.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling