+1,779.8%
TSM vs PANW
+1,278.8%
+501.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.9% |
| 7D | +1.0% | -0.8% | +1.8% | +1.2% |
| 30D | +1.0% | -14.6% | +15.5% | +4.9% |
| 3M | +2.9% | +18.3% | -15.4% | -2.9% |
| 6M | +22.8% | +100.5% | -77.7% | -1.4% |
| YTD | +43.3% | +79.5% | -36.2% | +18.1% |
| 1Y | +69.2% | +66.7% | +2.5% | +42.5% |
| 3Y | +404.5% | +161.2% | +243.3% | +258.1% |
| 5Y | +282.2% | +322.2% | -40.0% | +124.3% |
| All | +1,779.8% | +1,278.8% | +501.0% | +634.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling