+1,502.2%
TSM vs PFE
+45.6%
+1,456.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.1% | +3.6% |
| 7D | -2.5% | -4.7% | +2.2% | -1.7% |
| 30D | -14.3% | +3.4% | -17.6% | -14.8% |
| 3M | -7.2% | +9.2% | -16.5% | -8.8% |
| 6M | -5.1% | +15.8% | -20.9% | -7.9% |
| YTD | +28.9% | +23.4% | +5.4% | +23.6% |
| 1Y | +37.1% | +25.8% | +11.3% | +30.8% |
| 3Y | +341.5% | +17.8% | +323.6% | +319.5% |
| 5Y | +245.7% | -20.2% | +265.9% | +250.2% |
| 10Y | +1,502.2% | +49.6% | +1,452.7% | +1,215.8% |
| All | +1,502.2% | +45.6% | +1,456.7% | +1,215.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 PFE 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