+84.4%
TSM vs DLR
+19.9%
+64.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.5% | +2.7% |
| 7D | +2.7% | +1.6% | +1.2% | +2.0% |
| 30D | +3.6% | -3.4% | +7.0% | +5.1% |
| 3M | -3.4% | +0.5% | -3.9% | -4.0% |
| 6M | +20.6% | +4.6% | +16.1% | +16.0% |
| YTD | +41.9% | +23.4% | +18.5% | +23.5% |
| 1Y | +84.4% | +19.0% | +65.3% | +66.0% |
| All | +84.4% | +19.9% | +64.5% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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