+1,815.4%
TSM vs DIA
+246.0%
+1,569.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.1% |
| 7D | +4.8% | -1.2% | +6.0% | +6.0% |
| 30D | +4.0% | -2.7% | +6.7% | +6.8% |
| 3M | +2.0% | +3.3% | -1.3% | -1.2% |
| 6M | +25.5% | +10.4% | +15.1% | +14.1% |
| YTD | +44.0% | +10.0% | +34.0% | +31.7% |
| 1Y | +75.4% | +16.2% | +59.2% | +52.2% |
| 3Y | +406.7% | +58.7% | +348.0% | +227.9% |
| 5Y | +285.0% | +63.6% | +221.4% | +144.0% |
| 10Y | +1,815.4% | +251.0% | +1,564.3% | +512.2% |
| All | +1,815.4% | +246.0% | +1,569.4% | +512.2% |
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