+19,350.5%
TSM vs DIA
+1,097.0%
+18,253.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.8% |
| 7D | -7.6% | -0.9% | -6.6% | -6.5% |
| 30D | -20.5% | +0.3% | -20.7% | -20.7% |
| 3M | -10.0% | -4.5% | -5.5% | -5.1% |
| 6M | -10.1% | +3.4% | -13.4% | -13.2% |
| YTD | +24.5% | +7.8% | +16.7% | +14.9% |
| 1Y | +31.2% | +10.7% | +20.4% | +17.2% |
| 3Y | +322.0% | +57.5% | +264.4% | +151.7% |
| 5Y | +245.3% | +53.7% | +191.5% | +113.0% |
| 10Y | +1,465.8% | +247.2% | +1,218.6% | +245.9% |
| All | +19,350.5% | +1,097.0% | +18,253.5% | +857.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling