+75.4%
TSM vs DOW
+29.4%
+46.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.9% |
| 7D | +4.8% | -6.0% | +10.8% | +4.5% |
| 30D | +4.0% | -2.7% | +6.8% | +3.9% |
| 3M | +2.0% | -10.5% | +12.4% | +2.3% |
| 6M | +25.5% | -12.4% | +37.9% | +23.6% |
| YTD | +44.0% | +30.0% | +14.0% | +32.0% |
| 1Y | +75.4% | +27.8% | +47.6% | +57.8% |
| All | +75.4% | +29.4% | +46.0% | +57.8% |
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