+273.1%
TSM vs DT
-27.0%
+300.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.3% |
| 7D | +2.7% | -3.3% | +6.0% | +3.5% |
| 30D | +3.6% | +2.0% | +1.6% | +2.8% |
| 3M | -3.4% | +20.0% | -23.4% | -8.4% |
| 6M | +20.6% | +39.3% | -18.7% | +8.4% |
| YTD | +41.9% | +19.8% | +22.1% | +32.7% |
| 1Y | +84.4% | +4.3% | +80.1% | +79.0% |
| 3Y | +380.2% | +7.7% | +372.5% | +352.8% |
| All | +273.1% | -27.0% | +300.1% | +247.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling