+1,083.4%
TSM vs DT
+98.4%
+985.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | +4.8% | -0.5% | +5.3% | +4.8% |
| 30D | +4.0% | +0.1% | +4.0% | +3.8% |
| 3M | +2.0% | +24.1% | -22.1% | -4.6% |
| 6M | +25.5% | +30.1% | -4.6% | +14.6% |
| YTD | +44.0% | +16.8% | +27.3% | +34.8% |
| 1Y | +75.4% | -0.1% | +75.5% | +71.0% |
| 3Y | +406.7% | +6.8% | +399.9% | +376.5% |
| 5Y | +285.0% | -28.4% | +313.3% | +282.7% |
| All | +1,083.4% | +98.4% | +985.0% | +759.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling