+322.0%
TSM vs DT
-9.2%
+331.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +6.9% | +6.4% |
| 7D | -7.6% | -24.7% | +17.1% | -3.6% |
| 30D | -20.5% | -27.4% | +6.9% | -16.5% |
| 3M | -10.0% | -11.1% | +1.1% | -8.6% |
| 6M | -10.1% | +13.7% | -23.7% | -13.5% |
| YTD | +24.5% | +0.2% | +24.3% | +23.3% |
| 1Y | +31.2% | -5.7% | +36.9% | +32.1% |
| 3Y | +322.0% | -8.1% | +330.1% | +292.8% |
| All | +322.0% | -9.2% | +331.2% | +292.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling