+1,815.4%
TSM vs DLR
+168.0%
+1,647.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +4.8% | +2.9% | +1.9% | +3.6% |
| 30D | +4.0% | -1.2% | +5.2% | +4.5% |
| 3M | +2.0% | +2.9% | -0.9% | +0.2% |
| 6M | +25.5% | +6.7% | +18.8% | +21.5% |
| YTD | +44.0% | +23.9% | +20.1% | +31.4% |
| 1Y | +75.4% | +18.6% | +56.8% | +62.7% |
| 3Y | +406.7% | +59.7% | +347.1% | +323.4% |
| 5Y | +285.0% | +42.1% | +242.9% | +224.1% |
| 10Y | +1,815.4% | +176.7% | +1,638.7% | +1,190.5% |
| All | +1,815.4% | +168.0% | +1,647.4% | +1,190.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling