+69.2%
TSM vs PPG
-0.8%
+69.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | +1.0% | -6.2% | +7.3% | +3.1% |
| 30D | +1.0% | -7.9% | +8.9% | +3.6% |
| 3M | +2.9% | -10.2% | +13.1% | +6.1% |
| 6M | +22.8% | +2.7% | +20.2% | +20.5% |
| YTD | +43.3% | +4.9% | +38.4% | +43.9% |
| 1Y | +69.2% | -3.2% | +72.4% | +75.0% |
| All | +69.2% | -0.8% | +69.9% | +75.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling