+1,672.6%
TSM vs DRI
+330.2%
+1,342.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | +14.8% | -0.3% | +15.2% | +14.9% |
| 30D | -8.9% | +10.8% | -19.7% | -11.3% |
| 3M | -5.3% | +0.9% | -6.2% | -5.8% |
| 6M | +2.6% | +16.3% | -13.7% | -2.1% |
| YTD | +34.5% | +27.8% | +6.7% | +25.0% |
| 1Y | +41.0% | +33.9% | +7.1% | +29.4% |
| 3Y | +333.1% | +67.2% | +265.9% | +269.5% |
| 5Y | +270.1% | +79.0% | +191.1% | +207.5% |
| All | +1,672.6% | +330.2% | +1,342.5% | +1,206.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling