+84.4%
TSM vs DOW
+30.0%
+54.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.0% | +5.9% | +2.7% |
| 7D | +2.7% | -2.4% | +5.1% | +2.6% |
| 30D | +3.6% | +0.4% | +3.2% | +3.7% |
| 3M | -3.4% | -14.4% | +11.0% | -2.9% |
| 6M | +20.6% | -7.0% | +27.6% | +17.8% |
| YTD | +41.9% | +30.2% | +11.7% | +29.9% |
| 1Y | +84.4% | +29.2% | +55.2% | +66.3% |
| All | +84.4% | +30.0% | +54.3% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 1y: compounded portfolio wealth divided by compounded DOW 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…
1y analysis · Full analysis span regression · 6 months rolling