+1,815.4%
TSM vs PFG
+239.8%
+1,575.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | +4.8% | +3.2% | +1.6% | +3.4% |
| 30D | +4.0% | +0.9% | +3.1% | +3.5% |
| 3M | +2.0% | +7.7% | -5.7% | -1.4% |
| 6M | +25.5% | +29.0% | -3.5% | +13.6% |
| YTD | +44.0% | +32.5% | +11.5% | +28.8% |
| 1Y | +75.4% | +47.3% | +28.1% | +50.6% |
| 3Y | +406.7% | +68.2% | +338.5% | +308.8% |
| 5Y | +285.0% | +108.5% | +176.5% | +184.9% |
| 10Y | +1,815.4% | +241.4% | +1,574.0% | +1,019.2% |
| All | +1,815.4% | +239.8% | +1,575.6% | +1,019.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded PFG 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling