+1,502.2%
TSM vs PCAR
+326.7%
+1,175.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.7% | -0.2% | +1.8% |
| 7D | -2.5% | +2.9% | -5.4% | -3.9% |
| 30D | -14.3% | -2.1% | -12.1% | -13.6% |
| 3M | -7.2% | -20.4% | +13.1% | +2.8% |
| 6M | -5.1% | -7.0% | +1.8% | -2.6% |
| YTD | +28.9% | -2.6% | +31.5% | +29.5% |
| 1Y | +37.1% | +9.8% | +27.3% | +29.9% |
| 3Y | +341.5% | +37.3% | +304.2% | +262.8% |
| 5Y | +245.7% | +116.4% | +129.3% | +121.9% |
| 10Y | +1,502.2% | +293.0% | +1,209.3% | +752.8% |
| All | +1,502.2% | +326.7% | +1,175.6% | +752.8% |
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