+84.4%
TSM vs DT
+4.0%
+80.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +2.8% |
| 7D | +2.7% | -3.3% | +6.0% | +2.6% |
| 30D | +3.6% | +2.0% | +1.6% | +3.8% |
| 3M | -3.4% | +20.0% | -23.4% | -2.7% |
| 6M | +20.6% | +39.3% | -18.7% | +22.0% |
| YTD | +41.9% | +19.8% | +22.1% | +43.1% |
| 1Y | +84.4% | +4.3% | +80.1% | +85.5% |
| All | +84.4% | +4.0% | +80.3% | +85.5% |
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