+13,634.3%
TSM vs DTE
+1,722.6%
+11,911.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.1% |
| 7D | +2.7% | +0.2% | +2.6% | +2.7% |
| 30D | +3.6% | -2.6% | +6.2% | +4.5% |
| 3M | -3.4% | -3.9% | +0.5% | -2.4% |
| 6M | +20.6% | -7.9% | +28.5% | +23.4% |
| YTD | +41.9% | +7.2% | +34.7% | +37.2% |
| 1Y | +84.4% | +3.1% | +81.3% | +80.6% |
| 3Y | +380.2% | +47.6% | +332.6% | +299.6% |
| 5Y | +275.3% | +32.7% | +242.6% | +220.4% |
| 10Y | +1,751.4% | +138.8% | +1,612.6% | +1,053.0% |
| All | +13,634.3% | +1,722.6% | +11,911.7% | +2,022.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling