+6,812.4%
TSM vs PM
+832.2%
+5,980.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.1% | +7.0% |
| 7D | -7.6% | -5.2% | -2.3% | -5.7% |
| 30D | -20.5% | +2.7% | -23.2% | -21.4% |
| 3M | -10.0% | +6.1% | -16.1% | -12.3% |
| 6M | -10.1% | +18.0% | -28.1% | -16.9% |
| YTD | +24.5% | +26.6% | -2.1% | +11.3% |
| 1Y | +31.2% | +36.7% | -5.5% | +13.4% |
| 3Y | +322.0% | +146.0% | +176.0% | +168.2% |
| 5Y | +245.3% | +164.1% | +81.2% | +107.9% |
| 10Y | +1,465.8% | +238.8% | +1,227.0% | +684.4% |
| All | +6,812.4% | +832.2% | +5,980.1% | +1,644.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling