+1,753.6%
TSM vs PM
+196.3%
+1,557.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.1% | +2.1% |
| 7D | +6.0% | -1.3% | +7.3% | +6.3% |
| 30D | +4.5% | -2.6% | +7.1% | +5.0% |
| 3M | +3.1% | +5.8% | -2.7% | +1.0% |
| 6M | +30.2% | +10.6% | +19.7% | +25.4% |
| YTD | +45.2% | +17.2% | +28.0% | +37.6% |
| 1Y | +79.6% | +17.6% | +61.9% | +69.3% |
| 3Y | +411.0% | +124.3% | +286.7% | +275.1% |
| 5Y | +290.7% | +125.1% | +165.6% | +182.3% |
| 10Y | +1,753.6% | +198.6% | +1,555.0% | +1,059.1% |
| All | +1,753.6% | +196.3% | +1,557.3% | +1,059.1% |
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