+66.2%
TSM vs DINO
+112.8%
-46.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | +2.6% | +1.5% | +1.2% | +2.7% |
| 30D | +1.4% | +25.9% | -24.5% | +3.2% |
| 3M | +5.0% | +53.2% | -48.2% | +9.2% |
| 6M | +24.0% | +105.5% | -81.5% | +28.1% |
| YTD | +41.6% | +139.2% | -97.7% | +40.9% |
| 1Y | +66.2% | +117.4% | -51.2% | +68.3% |
| All | +66.2% | +112.8% | -46.7% | +68.3% |
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