+7,775.7%
TSM vs PM
+752.6%
+7,023.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.0% | +4.8% | +3.6% |
| 7D | +2.7% | -4.9% | +7.6% | +4.6% |
| 30D | +3.6% | -3.4% | +7.0% | +4.7% |
| 3M | -3.4% | +5.2% | -8.5% | -6.3% |
| 6M | +20.6% | +3.7% | +16.9% | +16.7% |
| YTD | +41.9% | +15.8% | +26.1% | +31.4% |
| 1Y | +84.4% | +17.4% | +67.0% | +68.5% |
| 3Y | +380.2% | +116.9% | +263.3% | +221.2% |
| 5Y | +275.3% | +117.3% | +158.0% | +146.2% |
| 10Y | +1,751.4% | +193.8% | +1,557.6% | +890.0% |
| All | +7,775.7% | +752.6% | +7,023.1% | +1,958.9% |
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