+322.0%
TSM vs DRI
+66.4%
+255.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +6.4% |
| 7D | -7.6% | +2.8% | -10.4% | -7.9% |
| 30D | -20.5% | +13.3% | -33.7% | -21.8% |
| 3M | -10.0% | +8.2% | -18.2% | -11.1% |
| 6M | -10.1% | +17.5% | -27.6% | -12.8% |
| YTD | +24.5% | +26.9% | -2.4% | +18.7% |
| 1Y | +31.2% | +31.6% | -0.4% | +24.1% |
| 3Y | +322.0% | +67.0% | +255.0% | +256.0% |
| All | +322.0% | +66.4% | +255.6% | +256.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling