+265.7%
TSM vs DRI
+78.6%
+187.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.0% | -1.8% |
| 7D | +6.2% | +1.1% | +5.1% | +5.9% |
| 30D | -7.3% | +9.7% | -17.0% | -10.0% |
| 3M | -7.1% | +3.2% | -10.3% | -8.4% |
| 6M | +0.2% | +20.6% | -20.3% | -6.8% |
| YTD | +32.2% | +28.3% | +4.0% | +19.6% |
| 1Y | +42.8% | +34.5% | +8.3% | +26.6% |
| 3Y | +330.4% | +66.5% | +263.9% | +235.5% |
| All | +265.7% | +78.6% | +187.1% | +160.6% |
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 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