+1,502.2%
TSM vs PM
+228.8%
+1,273.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.9% | +4.0% |
| 7D | -2.5% | -7.3% | +4.8% | -0.9% |
| 30D | -14.3% | -4.0% | -10.3% | -13.6% |
| 3M | -7.2% | +2.7% | -10.0% | -8.0% |
| 6M | -5.1% | +14.9% | -20.0% | -9.1% |
| YTD | +28.9% | +23.5% | +5.4% | +20.7% |
| 1Y | +37.1% | +30.4% | +6.7% | +26.4% |
| 3Y | +341.5% | +143.2% | +198.2% | +218.8% |
| 5Y | +245.7% | +159.5% | +86.2% | +139.8% |
| 10Y | +1,502.2% | +234.7% | +1,267.6% | +887.4% |
| All | +1,502.2% | +228.8% | +1,273.5% | +887.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling