+84.4%
TSM vs PANW
+74.0%
+10.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.8% |
| 7D | +2.7% | -10.3% | +13.0% | +4.3% |
| 30D | +3.6% | -8.1% | +11.7% | +4.6% |
| 3M | -3.4% | +19.3% | -22.7% | -6.2% |
| 6M | +20.6% | +110.2% | -89.6% | +10.0% |
| YTD | +41.9% | +80.9% | -39.1% | +35.6% |
| 1Y | +84.4% | +73.3% | +11.1% | +96.0% |
| All | +84.4% | +74.0% | +10.4% | +96.0% |
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