+1,779.8%
TSM vs PG
+121.7%
+1,658.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.9% |
| 7D | +1.0% | -0.8% | +1.8% | +1.2% |
| 30D | +1.0% | +0.8% | +0.1% | +0.7% |
| 3M | +2.9% | -1.3% | +4.2% | +2.9% |
| 6M | +22.8% | -3.8% | +26.6% | +23.4% |
| YTD | +43.3% | +3.6% | +39.7% | +41.5% |
| 1Y | +69.2% | -5.7% | +74.9% | +70.5% |
| 3Y | +404.5% | +1.6% | +402.9% | +384.4% |
| 5Y | +282.2% | +14.6% | +267.6% | +244.5% |
| All | +1,779.8% | +121.7% | +1,658.1% | +1,206.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling