+36.0%
TSM vs PL
-0.6%
+36.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.4% | +4.1% | -1.4% |
| 7D | -10.0% | -11.7% | +1.8% | -8.4% |
| 30D | -18.5% | -27.1% | +8.6% | -15.3% |
| 3M | -4.9% | -44.6% | +39.7% | +1.9% |
| 6M | -1.0% | -67.2% | +66.2% | +10.7% |
| YTD | +31.3% | -35.9% | +67.1% | +41.3% |
| 1Y | +36.0% | -0.4% | +36.4% | +44.1% |
| All | +36.0% | -0.6% | +36.6% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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