+290.7%
TSM vs DLR
+35.6%
+255.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.1% |
| 7D | +6.0% | +3.4% | +2.6% | +4.4% |
| 30D | +4.5% | -2.2% | +6.7% | +5.6% |
| 3M | +3.1% | +4.7% | -1.6% | 0.0% |
| 6M | +30.2% | +9.0% | +21.2% | +23.8% |
| YTD | +45.2% | +24.1% | +21.1% | +29.5% |
| 1Y | +79.6% | +20.9% | +58.6% | +62.0% |
| 3Y | +411.0% | +60.0% | +351.0% | +311.1% |
| 5Y | +290.7% | +35.3% | +255.4% | +196.7% |
| All | +290.7% | +35.6% | +255.1% | +196.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling