+404.5%
TSM vs PGR
+75.0%
+329.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +1.4% |
| 7D | +1.0% | -0.6% | +1.6% | +0.8% |
| 30D | +1.0% | +4.9% | -4.0% | +2.5% |
| 3M | +2.9% | +7.6% | -4.8% | +5.6% |
| 6M | +22.8% | +8.3% | +14.6% | +26.6% |
| YTD | +43.3% | +1.7% | +41.6% | +46.5% |
| 1Y | +69.2% | -6.8% | +76.0% | +71.8% |
| 3Y | +404.5% | +73.4% | +331.1% | +438.8% |
| All | +404.5% | +75.0% | +329.6% | +438.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 3y: compounded portfolio wealth divided by compounded PGR 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…
3y analysis · Full analysis span regression · 6 months rolling