+13,957.4%
TSM vs PG
+748.7%
+13,208.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +2.9% | +2.5% |
| 7D | +6.0% | -0.4% | +6.5% | +6.2% |
| 30D | +4.5% | -0.1% | +4.7% | +4.5% |
| 3M | +3.1% | +1.1% | +2.0% | +2.3% |
| 6M | +30.2% | -3.8% | +34.0% | +31.1% |
| YTD | +45.2% | +3.8% | +41.4% | +42.4% |
| 1Y | +79.6% | -5.8% | +85.3% | +80.8% |
| 3Y | +411.0% | +3.0% | +408.0% | +388.6% |
| 5Y | +290.7% | +14.5% | +276.2% | +255.5% |
| 10Y | +1,753.6% | +117.8% | +1,635.8% | +1,214.1% |
| All | +13,957.4% | +748.7% | +13,208.7% | +4,633.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling