+13,171.6%
TSM vs DRI
+6,161.9%
+7,009.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.1% | +4.2% |
| 7D | +4.4% | -0.7% | +5.2% | +4.7% |
| 30D | -7.0% | +14.7% | -21.7% | -10.8% |
| 3M | -1.8% | +5.4% | -7.2% | -3.8% |
| 6M | +2.7% | +18.8% | -16.1% | -3.3% |
| YTD | +37.1% | +28.4% | +8.7% | +25.9% |
| 1Y | +43.5% | +37.7% | +5.8% | +28.8% |
| 3Y | +341.5% | +68.0% | +273.6% | +267.6% |
| 5Y | +278.9% | +78.8% | +200.1% | +207.6% |
| 10Y | +1,641.8% | +334.2% | +1,307.6% | +879.0% |
| All | +13,171.6% | +6,161.9% | +7,009.7% | +2,279.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling