+1,779.8%
TSM vs PBR
+697.0%
+1,082.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.1% | +1.4% |
| 7D | +1.0% | +5.4% | -4.4% | -0.1% |
| 30D | +1.0% | +22.9% | -21.9% | -3.3% |
| 3M | +2.9% | +19.6% | -16.7% | -1.1% |
| 6M | +22.8% | +16.5% | +6.3% | +17.9% |
| YTD | +43.3% | +86.7% | -43.4% | +24.1% |
| 1Y | +69.2% | +74.7% | -5.5% | +48.3% |
| 3Y | +404.5% | +102.6% | +301.9% | +322.8% |
| 5Y | +282.2% | +566.6% | -284.4% | +137.7% |
| All | +1,779.8% | +697.0% | +1,082.8% | +914.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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