+35.7%
TSM vs PL
+7.9%
+27.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.1% |
| 7D | -2.1% | +5.6% | -7.7% | -3.1% |
| 30D | -12.5% | -16.9% | +4.4% | -10.9% |
| 3M | -5.0% | -38.2% | +33.2% | 0.0% |
| 6M | -3.2% | -63.4% | +60.2% | +6.2% |
| YTD | +31.5% | -27.6% | +59.1% | +39.3% |
| 1Y | +35.7% | +6.6% | +29.1% | +43.8% |
| All | +35.7% | +7.9% | +27.8% | +43.8% |
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