+1,672.6%
TSM vs PCAR
+287.3%
+1,385.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.1% |
| 7D | +14.8% | +2.1% | +12.7% | +13.7% |
| 30D | -8.9% | -1.2% | -7.7% | -8.6% |
| 3M | -5.3% | -18.6% | +13.3% | +4.1% |
| 6M | +2.6% | -5.1% | +7.7% | +4.4% |
| YTD | +34.5% | -1.8% | +36.2% | +34.6% |
| 1Y | +41.0% | +10.6% | +30.4% | +33.1% |
| 3Y | +333.1% | +34.9% | +298.2% | +258.1% |
| 5Y | +270.1% | +114.0% | +156.1% | +137.6% |
| All | +1,672.6% | +287.3% | +1,385.3% | +784.3% |
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