+69.2%
TSM vs PANW
+67.0%
+2.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.6% |
| 7D | +1.0% | -0.8% | +1.8% | +1.1% |
| 30D | +1.0% | -14.6% | +15.5% | +3.1% |
| 3M | +2.9% | +18.3% | -15.4% | 0.0% |
| 6M | +22.8% | +100.5% | -77.7% | +13.2% |
| YTD | +43.3% | +79.5% | -36.2% | +37.3% |
| 1Y | +69.2% | +66.7% | +2.5% | +72.2% |
| All | +69.2% | +67.0% | +2.2% | +72.2% |
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