+11,954.4%
TSM vs DRI
+6,091.0%
+5,863.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -23.4% |
| 3M | -10.0% | +8.2% | -18.2% | -12.5% |
| 6M | -10.1% | +17.5% | -27.6% | -15.1% |
| YTD | +24.5% | +26.9% | -2.4% | +14.7% |
| 1Y | +31.2% | +31.6% | -0.4% | +19.3% |
| 3Y | +322.0% | +67.0% | +255.0% | +251.9% |
| 5Y | +245.3% | +72.9% | +172.4% | +183.0% |
| 10Y | +1,465.8% | +371.3% | +1,094.5% | +756.9% |
| All | +11,954.4% | +6,091.0% | +5,863.4% | +2,067.9% |
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 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