+411.0%
TSM vs DLR
+57.6%
+353.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.0% |
| 7D | +6.0% | +3.4% | +2.6% | +4.1% |
| 30D | +4.5% | -2.2% | +6.7% | +5.7% |
| 3M | +3.1% | +4.7% | -1.6% | -0.7% |
| 6M | +30.2% | +9.0% | +21.2% | +22.2% |
| YTD | +45.2% | +24.1% | +21.1% | +25.8% |
| 1Y | +79.6% | +20.9% | +58.6% | +57.7% |
| 3Y | +411.0% | +60.0% | +351.0% | +310.9% |
| All | +411.0% | +57.6% | +353.4% | +310.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling