+980.6%
TSM vs DT
+70.5%
+910.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.3% |
| 7D | -2.1% | -7.5% | +5.5% | +0.1% |
| 30D | -12.5% | -31.5% | +19.0% | -3.9% |
| 3M | -5.0% | -14.0% | +9.0% | -2.0% |
| 6M | -3.2% | +6.9% | -10.1% | -6.8% |
| YTD | +31.5% | +0.3% | +31.1% | +27.3% |
| 1Y | +35.7% | -6.9% | +42.6% | +34.1% |
| 3Y | +323.5% | -13.9% | +337.4% | +319.8% |
| 5Y | +263.4% | -39.9% | +303.3% | +277.5% |
| All | +980.6% | +70.5% | +910.1% | +711.5% |
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 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