+1,753.6%
TSM vs PH
+794.6%
+958.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.7% |
| 7D | +6.0% | +0.4% | +5.6% | +5.8% |
| 30D | +4.5% | -10.8% | +15.3% | +10.5% |
| 3M | +3.1% | +8.5% | -5.4% | -1.3% |
| 6M | +30.2% | +3.9% | +26.3% | +27.1% |
| YTD | +45.2% | +9.4% | +35.8% | +38.2% |
| 1Y | +79.6% | +26.8% | +52.8% | +58.3% |
| 3Y | +411.0% | +140.8% | +270.2% | +229.3% |
| 5Y | +290.7% | +253.8% | +36.9% | +107.8% |
| 10Y | +1,753.6% | +792.3% | +961.3% | +552.1% |
| All | +1,753.6% | +794.6% | +958.9% | +552.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling