+273.1%
TSM vs PCAR
+168.1%
+105.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +2.7% | -0.5% | +3.2% | +3.0% |
| 30D | +3.6% | -6.2% | +9.8% | +6.7% |
| 3M | -3.4% | +5.9% | -9.3% | -6.1% |
| 6M | +20.6% | +0.4% | +20.2% | +19.9% |
| YTD | +41.9% | +14.8% | +27.0% | +32.8% |
| 1Y | +84.4% | +30.1% | +54.3% | +62.6% |
| 3Y | +380.2% | +66.7% | +313.6% | +257.9% |
| All | +273.1% | +168.1% | +105.1% | +109.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling