+84.4%
TSM vs PH
+30.5%
+53.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | +2.7% | -3.1% | +5.8% | +4.4% |
| 30D | +3.6% | -3.2% | +6.8% | +5.0% |
| 3M | -3.4% | +10.6% | -14.0% | -9.1% |
| 6M | +20.6% | -2.1% | +22.7% | +20.2% |
| YTD | +41.9% | +10.2% | +31.7% | +34.7% |
| 1Y | +84.4% | +28.2% | +56.1% | +64.3% |
| All | +84.4% | +30.5% | +53.9% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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