+1,502.2%
TSM vs PH
+778.3%
+724.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.2% | -0.7% | +1.4% |
| 7D | -2.5% | +3.0% | -5.6% | -3.8% |
| 30D | -14.3% | -0.6% | -13.7% | -14.0% |
| 3M | -7.2% | -10.7% | +3.5% | -1.9% |
| 6M | -5.1% | +9.1% | -14.2% | -9.5% |
| YTD | +28.9% | +9.5% | +19.4% | +22.6% |
| 1Y | +37.1% | +14.0% | +23.0% | +27.7% |
| 3Y | +341.5% | +138.9% | +202.6% | +186.4% |
| 5Y | +245.7% | +209.1% | +36.6% | +95.0% |
| 10Y | +1,502.2% | +737.3% | +765.0% | +550.0% |
| All | +1,502.2% | +778.3% | +724.0% | +550.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling