+1,502.2%
TSM vs DRI
+370.8%
+1,131.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.1% |
| 7D | -2.5% | +3.1% | -5.6% | -3.3% |
| 30D | -14.3% | +16.2% | -30.5% | -17.5% |
| 3M | -7.2% | +8.4% | -15.6% | -9.4% |
| 6M | -5.1% | +19.0% | -24.1% | -9.9% |
| YTD | +28.9% | +28.8% | +0.1% | +19.7% |
| 1Y | +37.1% | +33.1% | +3.9% | +26.0% |
| 3Y | +341.5% | +70.8% | +270.7% | +275.0% |
| 5Y | +245.7% | +74.2% | +171.5% | +189.2% |
| 10Y | +1,502.2% | +345.5% | +1,156.7% | +1,160.4% |
| All | +1,502.2% | +370.8% | +1,131.5% | +1,160.4% |
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