+35.7%
TSM vs DOW
+45.5%
-9.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +2.2% |
| 7D | -2.1% | -6.8% | +4.8% | -2.9% |
| 30D | -12.5% | +10.8% | -23.3% | -11.3% |
| 3M | -5.0% | +4.1% | -9.1% | -4.2% |
| 6M | -3.2% | -12.7% | +9.5% | -2.8% |
| YTD | +31.5% | +39.2% | -7.7% | +22.1% |
| 1Y | +35.7% | +49.5% | -13.8% | +26.6% |
| All | +35.7% | +45.5% | -9.8% | +26.6% |
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