+407.0%
TSM vs DTE
+47.2%
+359.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -1.0% |
| 7D | +4.8% | 0.0% | +4.8% | +4.8% |
| 30D | +4.0% | -0.5% | +4.6% | +3.9% |
| 3M | +2.0% | -6.0% | +8.0% | +0.6% |
| 6M | +25.5% | -7.2% | +32.7% | +23.7% |
| YTD | +44.0% | +7.2% | +36.8% | +46.3% |
| 1Y | +75.4% | +4.1% | +71.4% | +77.3% |
| All | +407.0% | +47.2% | +359.8% | +445.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling