+1,079.0%
TSM vs DOW
-5.5%
+1,084.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.3% | -1.6% |
| 7D | +6.2% | +5.2% | +1.0% | +4.6% |
| 30D | -7.3% | +13.2% | -20.5% | -10.8% |
| 3M | -7.1% | +10.1% | -17.2% | -10.2% |
| 6M | +0.2% | -13.1% | +13.3% | +3.5% |
| YTD | +32.2% | +46.1% | -13.9% | +10.8% |
| 1Y | +42.8% | +50.0% | -7.2% | +18.1% |
| 3Y | +330.4% | -20.2% | +350.6% | +334.9% |
| 5Y | +263.9% | -27.7% | +291.6% | +277.4% |
| All | +1,079.0% | -5.5% | +1,084.5% | +881.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling