+245.7%
TSM vs DOW
-30.5%
+276.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +3.8% |
| 7D | -2.5% | -9.4% | +6.9% | -0.2% |
| 30D | -14.3% | +8.9% | -23.2% | -16.2% |
| 3M | -7.2% | +6.7% | -14.0% | -9.1% |
| 6M | -5.1% | -14.2% | +9.1% | -2.1% |
| YTD | +28.9% | +36.9% | -8.0% | +9.8% |
| 1Y | +37.1% | +45.8% | -8.7% | +13.6% |
| 3Y | +341.5% | -23.9% | +365.4% | +360.8% |
| 5Y | +245.7% | -30.8% | +276.5% | +278.3% |
| All | +245.7% | -30.5% | +276.2% | +278.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling