+1,753.6%
TSM vs DRI
+350.3%
+1,403.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +2.8% |
| 7D | +6.0% | -1.2% | +7.3% | +6.3% |
| 30D | +4.5% | -0.4% | +4.9% | +4.5% |
| 3M | +3.1% | +9.5% | -6.4% | +0.3% |
| 6M | +30.2% | +6.5% | +23.8% | +27.3% |
| YTD | +45.2% | +18.4% | +26.8% | +38.0% |
| 1Y | +79.6% | +4.2% | +75.3% | +75.8% |
| 3Y | +411.0% | +57.1% | +353.9% | +344.2% |
| 5Y | +290.7% | +70.4% | +220.3% | +229.8% |
| 10Y | +1,753.6% | +354.0% | +1,399.6% | +1,228.6% |
| All | +1,753.6% | +350.3% | +1,403.3% | +1,228.6% |
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