+407.0%
TSM vs PPG
-16.1%
+423.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | +0.2% |
| 7D | +4.8% | -3.7% | +8.5% | +6.4% |
| 30D | +4.0% | -7.2% | +11.2% | +7.3% |
| 3M | +2.0% | -7.3% | +9.3% | +4.8% |
| 6M | +25.5% | +0.3% | +25.2% | +23.9% |
| YTD | +44.0% | +6.5% | +37.5% | +37.8% |
| 1Y | +75.4% | +0.5% | +74.9% | +71.9% |
| All | +407.0% | -16.1% | +423.0% | +411.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling