+42.8%
TSM vs DIA
+10.3%
+32.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.9% |
| 7D | +6.2% | +2.1% | +4.1% | +3.1% |
| 30D | -7.3% | +1.5% | -8.8% | -8.7% |
| 3M | -7.1% | -2.4% | -4.7% | -3.2% |
| 6M | +0.2% | +6.0% | -5.7% | -8.1% |
| YTD | +32.2% | +10.1% | +22.2% | +14.3% |
| 1Y | +42.8% | +11.8% | +31.0% | +22.0% |
| All | +42.8% | +10.3% | +32.5% | +22.0% |
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