+236.4%
TSM vs DT
-43.6%
+280.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +6.9% | +6.5% |
| 7D | -7.6% | -24.7% | +17.1% | -1.4% |
| 30D | -20.5% | -27.4% | +6.9% | -14.4% |
| 3M | -10.0% | -11.1% | +1.1% | -8.1% |
| 6M | -10.1% | +13.7% | -23.7% | -14.9% |
| YTD | +24.5% | +0.2% | +24.3% | +20.9% |
| 1Y | +31.2% | -5.7% | +36.9% | +29.6% |
| 3Y | +322.0% | -8.1% | +330.1% | +311.1% |
| All | +236.4% | -43.6% | +280.0% | +232.0% |
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