+322.0%
TSM vs PM
+144.1%
+177.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.1% | +6.0% |
| 7D | -7.6% | -5.2% | -2.3% | -8.6% |
| 30D | -20.5% | +2.7% | -23.2% | -19.8% |
| 3M | -10.0% | +6.1% | -16.1% | -8.5% |
| 6M | -10.1% | +18.0% | -28.1% | -6.7% |
| YTD | +24.5% | +26.6% | -2.1% | +31.2% |
| 1Y | +31.2% | +36.7% | -5.5% | +40.7% |
| 3Y | +322.0% | +146.0% | +176.0% | +449.6% |
| All | +322.0% | +144.1% | +177.9% | +449.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling