+33.0%
TSM vs PFE
+24.7%
+8.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.1% | +3.4% |
| 7D | -2.5% | -4.7% | +2.2% | -3.0% |
| 30D | -14.3% | +3.4% | -17.6% | -13.8% |
| 3M | -7.2% | +9.2% | -16.5% | -6.4% |
| 6M | -5.1% | +15.8% | -20.9% | -3.9% |
| YTD | +28.9% | +23.4% | +5.4% | +31.0% |
| All | +33.0% | +24.7% | +8.4% | +36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling