+284.4%
TSM vs PL
+84.9%
+199.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +23.4% |
| YTD | +41.9% | -8.1% | +50.0% | +39.1% |
| 1Y | +84.4% | +180.5% | -96.1% | +52.1% |
| 3Y | +380.2% | +444.1% | -63.9% | +239.1% |
| 5Y | +275.3% | +83.0% | +192.3% | +187.6% |
| All | +284.4% | +84.9% | +199.5% | +193.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling