+1,672.6%
TSM vs DIA
+234.7%
+1,438.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.5% |
| 7D | +14.8% | +1.6% | +13.2% | +13.0% |
| 30D | -8.9% | +1.2% | -10.1% | -9.9% |
| 3M | -5.3% | -2.4% | -2.9% | -2.9% |
| 6M | +2.6% | +5.7% | -3.1% | -2.6% |
| YTD | +34.5% | +9.9% | +24.6% | +23.2% |
| 1Y | +41.0% | +9.8% | +31.2% | +29.4% |
| 3Y | +333.1% | +59.8% | +273.4% | +178.4% |
| 5Y | +270.1% | +57.7% | +212.4% | +142.4% |
| All | +1,672.6% | +234.7% | +1,438.0% | +496.7% |
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