+322.0%
TSM vs PL
+455.3%
-133.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +10.4% | -4.1% | +4.8% |
| 7D | -7.6% | -6.8% | -0.7% | -6.6% |
| 30D | -20.5% | -29.3% | +8.8% | -16.7% |
| 3M | -10.0% | -44.8% | +34.8% | -2.8% |
| 6M | -10.1% | -68.4% | +58.3% | +3.0% |
| YTD | +24.5% | -36.4% | +60.9% | +28.3% |
| 1Y | +31.2% | +0.7% | +30.5% | +26.0% |
| 3Y | +322.0% | +455.3% | -133.3% | +197.0% |
| All | +322.0% | +455.3% | -133.3% | +197.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling