+36.0%
TSM vs DT
-5.1%
+41.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | -10.0% | -25.5% | +15.6% | -10.3% |
| 30D | -18.5% | -22.3% | +3.8% | -18.6% |
| 3M | -4.9% | +2.3% | -7.2% | -3.9% |
| 6M | -1.0% | +20.7% | -21.7% | +0.4% |
| YTD | +31.3% | +7.9% | +23.3% | +33.2% |
| 1Y | +36.0% | -5.7% | +41.8% | +38.4% |
| All | +36.0% | -5.1% | +41.1% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling