+1,643.1%
TSM vs DTE
+152.1%
+1,491.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.0% | -1.7% |
| 7D | +6.2% | +3.4% | +2.8% | +5.6% |
| 30D | -7.3% | +8.9% | -16.2% | -8.7% |
| 3M | -7.1% | +1.1% | -8.2% | -7.3% |
| 6M | +0.2% | +0.1% | +0.1% | -0.1% |
| YTD | +32.2% | +11.1% | +21.2% | +29.0% |
| 1Y | +42.8% | +4.9% | +37.8% | +40.8% |
| 3Y | +330.4% | +58.6% | +271.8% | +279.9% |
| 5Y | +263.9% | +47.3% | +216.6% | +223.8% |
| All | +1,643.1% | +152.1% | +1,491.0% | +1,258.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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