+1,410.4%
TSM vs PCAR
+296.2%
+1,114.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.4% | +8.7% | +7.4% |
| 7D | -7.6% | +0.1% | -7.6% | -7.7% |
| 30D | -20.5% | -4.6% | -15.9% | -19.0% |
| 3M | -10.0% | -22.6% | +12.6% | +1.0% |
| 6M | -10.1% | -12.0% | +1.9% | -5.3% |
| YTD | +24.5% | -6.1% | +30.6% | +27.2% |
| 1Y | +31.2% | +6.3% | +24.9% | +26.2% |
| 3Y | +322.0% | +31.8% | +290.2% | +254.0% |
| 5Y | +245.3% | +104.2% | +141.1% | +128.6% |
| All | +1,410.4% | +296.2% | +1,114.1% | +769.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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