+13,634.3%
TSM vs DINO
+15,904.3%
-2,269.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.0% |
| 7D | +2.7% | +5.7% | -3.0% | +1.6% |
| 30D | +3.6% | +27.8% | -24.2% | -1.5% |
| 3M | -3.4% | +45.6% | -49.0% | -10.8% |
| 6M | +20.6% | +88.5% | -67.8% | +4.9% |
| YTD | +41.9% | +134.1% | -92.2% | +17.4% |
| 1Y | +84.4% | +111.1% | -26.7% | +55.6% |
| 3Y | +380.2% | +109.1% | +271.1% | +298.0% |
| 5Y | +275.3% | +307.2% | -31.8% | +163.7% |
| 10Y | +1,751.4% | +495.9% | +1,255.5% | +984.4% |
| All | +13,634.3% | +15,904.3% | -2,269.9% | +4,436.7% |
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