+11,237.1%
TSM vs PCAR
+3,687.2%
+7,550.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.6% | -9.2% | -10.0% |
| 7D | -18.2% | +2.2% | -20.4% | -19.1% |
| 30D | -26.8% | -4.4% | -22.4% | -25.3% |
| 3M | -14.5% | -21.4% | +6.9% | -4.0% |
| 6M | -10.0% | -7.3% | -2.7% | -7.2% |
| YTD | +17.1% | -3.8% | +20.9% | +18.4% |
| 1Y | +21.5% | +6.3% | +15.2% | +16.6% |
| 3Y | +300.4% | +34.4% | +266.0% | +232.1% |
| 5Y | +224.7% | +109.2% | +115.5% | +111.8% |
| 10Y | +1,372.7% | +312.9% | +1,059.8% | +551.0% |
| All | +11,237.1% | +3,687.2% | +7,550.0% | +1,223.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling