+12,702.2%
TSM vs DINO
+15,494.3%
-2,792.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +6.2% | +5.7% | +0.5% | +5.1% |
| 30D | -7.3% | -19.6% | +12.3% | -3.3% |
| 3M | -7.1% | +11.8% | -18.9% | -9.6% |
| 6M | +0.2% | +49.0% | -48.7% | -8.3% |
| YTD | +32.2% | +128.1% | -95.9% | +9.7% |
| 1Y | +42.8% | +96.3% | -53.5% | +22.0% |
| 3Y | +330.4% | +113.8% | +216.6% | +254.5% |
| 5Y | +263.9% | +252.7% | +11.3% | +163.0% |
| 10Y | +1,580.2% | +451.4% | +1,128.8% | +903.4% |
| All | +12,702.2% | +15,494.3% | -2,792.2% | +4,136.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling