+11,100.9%
TSM vs DLR
+3,457.2%
+7,643.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.4% | +0.1% | +2.2% |
| 7D | -2.5% | +2.4% | -4.9% | -3.3% |
| 30D | -14.3% | +0.7% | -15.0% | -14.4% |
| 3M | -7.2% | -6.4% | -0.8% | -4.6% |
| 6M | -5.1% | -6.5% | +1.4% | -3.1% |
| YTD | +28.9% | +18.8% | +10.1% | +19.7% |
| 1Y | +37.1% | +9.0% | +28.0% | +31.7% |
| 3Y | +341.5% | +54.5% | +287.0% | +270.2% |
| 5Y | +245.7% | +35.8% | +209.9% | +196.7% |
| 10Y | +1,502.2% | +177.5% | +1,324.8% | +882.7% |
| All | +11,100.9% | +3,457.2% | +7,643.7% | +2,142.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling