+236.4%
TSM vs DIA
+53.0%
+183.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.8% |
| 7D | -7.6% | -0.9% | -6.6% | -6.3% |
| 30D | -20.5% | +0.3% | -20.7% | -20.7% |
| 3M | -10.0% | -4.5% | -5.5% | -4.7% |
| 6M | -10.1% | +3.4% | -13.4% | -13.4% |
| YTD | +24.5% | +7.8% | +16.7% | +14.3% |
| 1Y | +31.2% | +10.7% | +20.4% | +16.5% |
| 3Y | +322.0% | +57.5% | +264.4% | +146.8% |
| All | +236.4% | +53.0% | +183.4% | +105.6% |
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 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