+36.0%
TSM vs PANW
+61.3%
-25.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.2% |
| 7D | -10.0% | -11.8% | +1.8% | -8.7% |
| 30D | -18.5% | -14.4% | -4.1% | -17.2% |
| 3M | -4.9% | -5.0% | +0.1% | -4.2% |
| 6M | -1.0% | +88.6% | -89.5% | -4.4% |
| YTD | +31.3% | +88.9% | -57.7% | +29.7% |
| 1Y | +36.0% | +62.2% | -26.2% | +41.8% |
| All | +36.0% | +61.3% | -25.3% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PANW.
Daily Out/Under-Performance
Portfolio return minus PANW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PANW 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 1y: compounded portfolio wealth divided by compounded PANW 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…
1y analysis · Full analysis span regression · 6 months rolling