+1,194.6%
TSM vs DOW
-15.4%
+1,210.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +1.9% | +2.2% |
| 7D | +6.0% | -2.9% | +9.0% | +6.9% |
| 30D | +4.5% | +2.0% | +2.6% | +3.6% |
| 3M | +3.1% | -12.5% | +15.6% | +6.5% |
| 6M | +30.2% | -9.2% | +39.4% | +30.0% |
| YTD | +45.2% | +30.8% | +14.4% | +26.1% |
| 1Y | +79.6% | +29.4% | +50.2% | +54.9% |
| 3Y | +411.0% | -34.6% | +445.5% | +453.5% |
| 5Y | +290.7% | -35.9% | +326.7% | +320.8% |
| All | +1,194.6% | -15.4% | +1,210.0% | +1,018.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling