+36.0%
TSM vs DLR
+11.0%
+25.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -3.4% |
| 7D | -10.0% | +2.8% | -12.8% | -11.1% |
| 30D | -18.5% | +2.8% | -21.3% | -19.5% |
| 3M | -4.9% | -4.0% | -0.9% | -3.5% |
| 6M | -1.0% | -5.6% | +4.6% | +2.3% |
| YTD | +31.3% | +21.9% | +9.3% | +15.5% |
| 1Y | +36.0% | +13.0% | +23.0% | +23.5% |
| All | +36.0% | +11.0% | +25.1% | +23.5% |
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