+1,502.2%
TSM vs DIA
+248.4%
+1,253.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.3% | +1.3% |
| 7D | -2.5% | +0.8% | -3.3% | -3.1% |
| 30D | -14.3% | +1.4% | -15.7% | -15.4% |
| 3M | -7.2% | -2.7% | -4.5% | -4.6% |
| 6M | -5.1% | +6.2% | -11.3% | -10.4% |
| YTD | +28.9% | +10.1% | +18.8% | +17.9% |
| 1Y | +37.1% | +13.0% | +24.1% | +22.2% |
| 3Y | +341.5% | +61.9% | +279.6% | +180.6% |
| 5Y | +245.7% | +57.1% | +188.6% | +127.4% |
| 10Y | +1,502.2% | +240.9% | +1,261.4% | +514.6% |
| All | +1,502.2% | +248.4% | +1,253.8% | +514.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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