+265.7%
TSM vs DLR
+35.0%
+230.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -0.7% |
| 7D | +6.2% | +3.3% | +2.9% | +4.5% |
| 30D | -7.3% | +4.6% | -11.9% | -9.1% |
| 3M | -7.1% | -8.3% | +1.1% | -3.0% |
| 6M | +0.2% | -5.6% | +5.9% | +2.4% |
| YTD | +32.2% | +18.7% | +13.5% | +20.3% |
| 1Y | +42.8% | +17.1% | +25.7% | +30.7% |
| 3Y | +330.4% | +54.4% | +276.0% | +250.9% |
| All | +265.7% | +35.0% | +230.7% | +190.3% |
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