+265.7%
TSM vs PH
+203.8%
+61.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.6% | -1.6% |
| 7D | +6.2% | +4.3% | +1.9% | +3.5% |
| 30D | -7.3% | +0.1% | -7.4% | -7.4% |
| 3M | -7.1% | -9.4% | +2.2% | -1.5% |
| 6M | +0.2% | +8.8% | -8.5% | -5.4% |
| YTD | +32.2% | +9.6% | +22.6% | +23.9% |
| 1Y | +42.8% | +14.4% | +28.3% | +30.2% |
| 3Y | +330.4% | +134.5% | +195.9% | +150.4% |
| All | +265.7% | +203.8% | +61.9% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling