+26.8%
TSM vs DRAM
+121.1%
-94.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.6% | -3.8% | +0.6% |
| 7D | +2.7% | +6.9% | -4.2% | +0.4% |
| 30D | +3.6% | +11.1% | -7.5% | -0.4% |
| 3M | -3.4% | -9.1% | +5.8% | -2.5% |
| All | +26.8% | +121.1% | -94.3% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRAM.
Daily Out/Under-Performance
Portfolio return minus DRAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRAM 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 DRAM 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 · Available span rolling