+1,779.8%
TSM vs DTE
+137.8%
+1,641.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.5% |
| 7D | +1.0% | -2.6% | +3.6% | +1.5% |
| 30D | +1.0% | -4.4% | +5.4% | +1.8% |
| 3M | +2.9% | -8.3% | +11.2% | +4.3% |
| 6M | +22.8% | -8.1% | +30.9% | +24.3% |
| YTD | +43.3% | +4.4% | +38.9% | +41.3% |
| 1Y | +69.2% | +0.2% | +69.0% | +68.1% |
| 3Y | +404.5% | +42.6% | +361.9% | +354.3% |
| 5Y | +282.2% | +31.5% | +250.7% | +248.3% |
| All | +1,779.8% | +137.8% | +1,641.9% | +1,276.2% |
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