+270.1%
TSM vs PFE
-25.1%
+295.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.8% |
| 7D | +14.8% | -2.1% | +16.9% | +15.0% |
| 30D | -8.9% | +3.1% | -12.0% | -9.0% |
| 3M | -5.3% | +11.2% | -16.4% | -5.8% |
| 6M | +2.6% | +15.0% | -12.5% | +1.7% |
| YTD | +34.5% | +23.5% | +10.9% | +32.7% |
| 1Y | +41.0% | +18.9% | +22.1% | +39.4% |
| 3Y | +333.1% | +18.7% | +314.4% | +321.9% |
| 5Y | +270.1% | -24.0% | +294.1% | +268.2% |
| All | +270.1% | -25.1% | +295.2% | +268.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling