+285.0%
TSM vs PNR
-20.5%
+305.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.0% | +0.1% |
| 7D | +4.8% | -3.9% | +8.7% | +6.7% |
| 30D | +4.0% | -13.8% | +17.8% | +11.5% |
| 3M | +2.0% | -22.5% | +24.5% | +13.7% |
| 6M | +25.5% | -37.2% | +62.6% | +55.9% |
| YTD | +44.0% | -44.2% | +88.2% | +89.5% |
| 1Y | +75.4% | -46.6% | +122.1% | +136.0% |
| 3Y | +406.7% | -12.5% | +419.3% | +421.0% |
| 5Y | +285.0% | -19.3% | +304.3% | +281.5% |
| All | +285.0% | -20.5% | +305.5% | +281.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 5y: compounded portfolio wealth divided by compounded PNR 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…
5y analysis · Full analysis span regression · 6 months rolling