+1,036.3%
TSM vs PINS
-15.2%
+1,051.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.6% | +2.6% |
| 7D | +6.0% | -5.2% | +11.3% | +7.1% |
| 30D | +4.5% | -14.9% | +19.5% | +7.6% |
| 3M | +3.1% | -8.4% | +11.5% | +4.1% |
| 6M | +30.2% | +0.6% | +29.6% | +28.5% |
| YTD | +45.2% | -22.2% | +67.4% | +49.5% |
| 1Y | +79.6% | -46.9% | +126.5% | +98.1% |
| 3Y | +411.0% | -26.9% | +437.9% | +413.3% |
| 5Y | +290.7% | -63.0% | +353.7% | +314.9% |
| All | +1,036.3% | -15.2% | +1,051.5% | +800.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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