+20.6%
TSM vs PFE
+9.9%
+10.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +2.5% |
| 7D | +2.7% | +1.8% | +1.0% | +3.2% |
| 30D | +3.6% | +10.2% | -6.6% | +6.2% |
| 3M | -3.4% | +12.7% | -16.1% | +0.2% |
| 6M | +20.6% | +10.5% | +10.1% | +23.9% |
| All | +20.6% | +9.9% | +10.7% | +23.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling