+79.6%
TSM vs PFE
+19.4%
+60.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +2.4% |
| 7D | +6.0% | -2.7% | +8.7% | +6.1% |
| 30D | +4.5% | +3.8% | +0.7% | +4.3% |
| 3M | +3.1% | +10.4% | -7.3% | +2.8% |
| 6M | +30.2% | +6.3% | +24.0% | +30.5% |
| YTD | +45.2% | +17.4% | +27.8% | +43.5% |
| 1Y | +79.6% | +21.1% | +58.4% | +76.5% |
| All | +79.6% | +19.4% | +60.1% | +76.5% |
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