+236.4%
TSM vs DRI
+74.0%
+162.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +6.6% |
| 7D | -7.6% | +2.8% | -10.4% | -8.4% |
| 30D | -20.5% | +13.3% | -33.7% | -23.6% |
| 3M | -10.0% | +8.2% | -18.2% | -12.6% |
| 6M | -10.1% | +17.5% | -27.6% | -15.7% |
| YTD | +24.5% | +26.9% | -2.4% | +12.9% |
| 1Y | +31.2% | +31.6% | -0.4% | +17.0% |
| 3Y | +322.0% | +67.0% | +255.0% | +227.3% |
| All | +236.4% | +74.0% | +162.4% | +143.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling