+330.4%
TSM vs PH
+135.5%
+194.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.6% | -1.6% |
| 7D | +6.2% | +4.3% | +1.9% | +3.3% |
| 30D | -7.3% | +0.1% | -7.4% | -7.4% |
| 3M | -7.1% | -9.4% | +2.2% | -1.2% |
| 6M | +0.2% | +8.8% | -8.5% | -5.9% |
| YTD | +32.2% | +9.6% | +22.6% | +23.1% |
| 1Y | +42.8% | +14.4% | +28.3% | +29.1% |
| 3Y | +330.4% | +134.5% | +195.9% | +140.0% |
| All | +330.4% | +135.5% | +194.9% | +140.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling