+75.4%
TSM vs DIA
+16.7%
+58.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | +0.3% |
| 7D | +4.8% | -1.2% | +6.0% | +6.6% |
| 30D | +4.0% | -2.7% | +6.7% | +8.3% |
| 3M | +2.0% | +3.3% | -1.3% | -3.5% |
| 6M | +25.5% | +10.4% | +15.1% | +7.0% |
| YTD | +44.0% | +10.0% | +34.0% | +23.6% |
| 1Y | +75.4% | +16.2% | +59.2% | +42.6% |
| All | +75.4% | +16.7% | +58.7% | +42.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling