+36.0%
TSM vs DINO
+105.4%
-69.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.8% | +5.5% | -3.1% |
| 7D | -10.0% | -6.6% | -3.4% | -10.6% |
| 30D | -18.5% | -9.2% | -9.3% | -19.2% |
| 3M | -4.9% | +19.2% | -24.1% | -2.2% |
| 6M | -1.0% | +47.6% | -48.5% | +6.1% |
| YTD | +31.3% | +132.2% | -101.0% | +43.3% |
| 1Y | +36.0% | +102.0% | -66.0% | +50.2% |
| All | +36.0% | +105.4% | -69.4% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 DINO 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