+373.1%
TSM vs PL
+454.1%
-81.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.1% | +3.0% |
| 7D | +2.7% | -9.3% | +12.0% | +4.0% |
| 30D | +3.6% | -18.9% | +22.5% | +6.4% |
| 3M | -3.4% | -58.4% | +55.0% | +7.1% |
| 6M | +20.6% | -30.3% | +50.9% | +23.6% |
| YTD | +41.9% | -8.1% | +50.0% | +39.3% |
| 1Y | +84.4% | +180.5% | -96.1% | +51.6% |
| All | +373.1% | +454.1% | -81.1% | +226.6% |
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