+6,006.0%
TSM vs PBR
+1,797.5%
+4,208.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.9% | +4.8% | +3.3% |
| 7D | +2.7% | +8.6% | -5.9% | +0.4% |
| 30D | +3.6% | +12.8% | -9.2% | +0.2% |
| 3M | -3.4% | +14.7% | -18.0% | -7.2% |
| 6M | +20.6% | +25.2% | -4.6% | +12.1% |
| YTD | +41.9% | +77.1% | -35.3% | +20.1% |
| 1Y | +84.4% | +69.6% | +14.8% | +57.5% |
| 3Y | +380.2% | +95.6% | +284.7% | +287.9% |
| 5Y | +275.3% | +501.8% | -226.4% | +112.4% |
| 10Y | +1,751.4% | +640.6% | +1,110.8% | +730.8% |
| All | +6,006.0% | +1,797.5% | +4,208.5% | +1,176.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling