+1,779.8%
TSM vs PPG
+26.9%
+1,752.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | +1.0% | -6.2% | +7.3% | +4.0% |
| 30D | +1.0% | -7.9% | +8.9% | +4.8% |
| 3M | +2.9% | -10.2% | +13.1% | +7.5% |
| 6M | +22.8% | +2.7% | +20.2% | +20.2% |
| YTD | +43.3% | +4.9% | +38.4% | +38.3% |
| 1Y | +69.2% | -3.2% | +72.4% | +68.6% |
| 3Y | +404.5% | -17.0% | +421.5% | +431.6% |
| 5Y | +282.2% | -23.3% | +305.5% | +308.8% |
| All | +1,779.8% | +26.9% | +1,752.9% | +1,482.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 10y: compounded portfolio wealth divided by compounded PPG 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…
10y analysis · Full analysis span regression · 6 months rolling