+36.0%
TSM vs PG
+15.9%
+20.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.2% | -5.5% | -1.1% |
| 7D | -10.0% | +5.7% | -15.7% | -8.1% |
| 30D | -18.5% | +15.4% | -33.9% | -14.7% |
| 3M | -4.9% | +13.8% | -18.7% | -0.7% |
| 6M | -1.0% | +18.3% | -19.3% | +4.2% |
| YTD | +31.3% | +20.1% | +11.1% | +46.7% |
| 1Y | +36.0% | +17.0% | +19.0% | +49.3% |
| All | +36.0% | +15.9% | +20.1% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 PG 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