+33.0%
TSM vs PM
+31.5%
+1.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.9% | +3.0% |
| 7D | -2.5% | -7.3% | +4.8% | -3.8% |
| 30D | -14.3% | -4.0% | -10.3% | -14.6% |
| 3M | -7.2% | +2.7% | -10.0% | -6.0% |
| 6M | -5.1% | +14.9% | -20.0% | -3.4% |
| YTD | +28.9% | +23.5% | +5.4% | +35.1% |
| All | +33.0% | +31.5% | +1.5% | +42.7% |
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