+4,811.3%
TSM vs PANW
+3,566.1%
+1,245.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.2% | +2.1% |
| 7D | +6.0% | -6.9% | +13.0% | +7.6% |
| 30D | +4.5% | -7.4% | +11.9% | +5.9% |
| 3M | +3.1% | +26.5% | -23.4% | -3.1% |
| 6M | +30.2% | +104.2% | -74.0% | +8.8% |
| YTD | +45.2% | +82.9% | -37.7% | +23.8% |
| 1Y | +79.6% | +70.7% | +8.8% | +55.7% |
| 3Y | +411.0% | +170.9% | +240.0% | +288.4% |
| 5Y | +290.7% | +334.1% | -43.4% | +160.1% |
| 10Y | +1,753.6% | +1,275.6% | +478.0% | +865.3% |
| All | +4,811.3% | +3,566.1% | +1,245.2% | +2,300.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling