+36.0%
TSM vs PM
+48.8%
-12.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -1.8% |
| 7D | -10.0% | +4.3% | -14.2% | -9.0% |
| 30D | -18.5% | +11.5% | -30.0% | -16.2% |
| 3M | -4.9% | +13.0% | -17.9% | -1.8% |
| 6M | -1.0% | +25.9% | -26.9% | +2.5% |
| YTD | +31.3% | +34.0% | -2.7% | +39.8% |
| 1Y | +36.0% | +46.9% | -10.9% | +50.0% |
| All | +36.0% | +48.8% | -12.8% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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