+224.7%
TSM vs PL
+11.6%
+213.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -10.1% | -0.7% | -9.4% |
| 7D | -18.2% | -20.5% | +2.3% | -15.6% |
| 30D | -26.8% | -38.8% | +12.0% | -21.8% |
| 3M | -14.5% | -49.1% | +34.6% | -6.7% |
| 6M | -10.0% | -69.4% | +59.4% | +3.6% |
| YTD | +17.1% | -42.3% | +59.4% | +22.1% |
| 1Y | +21.5% | -14.2% | +35.7% | +19.1% |
| 3Y | +300.4% | +398.7% | -98.3% | +187.6% |
| 5Y | +224.7% | +11.1% | +213.6% | +160.6% |
| All | +224.7% | +11.6% | +213.1% | +160.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling