+35.7%
TSM vs PH
+14.9%
+20.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.5% |
| 7D | -2.1% | +2.1% | -4.2% | -3.4% |
| 30D | -12.5% | +0.3% | -12.8% | -12.8% |
| 3M | -5.0% | -8.8% | +3.8% | +0.1% |
| 6M | -3.2% | +10.0% | -13.3% | -9.7% |
| YTD | +31.5% | +10.5% | +21.0% | +22.0% |
| 1Y | +35.7% | +15.5% | +20.2% | +24.9% |
| All | +35.7% | +14.9% | +20.8% | +24.9% |
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