+1,598.5%
TSM vs DLR
+179.9%
+1,418.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.8% |
| 7D | -2.1% | +0.3% | -2.4% | -2.0% |
| 30D | -12.5% | +1.2% | -13.7% | -12.8% |
| 3M | -5.0% | -4.8% | -0.2% | -3.0% |
| 6M | -3.2% | -6.1% | +2.9% | -1.3% |
| YTD | +31.5% | +19.3% | +12.2% | +22.0% |
| 1Y | +35.7% | +10.0% | +25.7% | +29.9% |
| 3Y | +323.5% | +53.8% | +269.7% | +260.6% |
| 5Y | +263.4% | +39.1% | +224.3% | +209.9% |
| 10Y | +1,598.5% | +188.1% | +1,410.4% | +1,102.7% |
| All | +1,598.5% | +179.9% | +1,418.6% | +1,102.7% |
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