+273.1%
TSM vs DIA
+64.7%
+208.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.5% |
| 7D | +2.7% | -0.2% | +2.9% | +2.9% |
| 30D | +3.6% | -1.5% | +5.1% | +5.5% |
| 3M | -3.4% | +3.8% | -7.1% | -7.5% |
| 6M | +20.6% | +10.3% | +10.3% | +7.5% |
| YTD | +41.9% | +12.1% | +29.8% | +24.1% |
| 1Y | +84.4% | +18.6% | +65.7% | +50.9% |
| 3Y | +380.2% | +60.6% | +319.6% | +175.1% |
| All | +273.1% | +64.7% | +208.5% | +110.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling