+13,634.3%
TSM vs PPG
+616.3%
+13,018.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.2% | +2.0% |
| 7D | +2.7% | -1.5% | +4.2% | +3.5% |
| 30D | +3.6% | -5.0% | +8.6% | +6.3% |
| 3M | -3.4% | +1.1% | -4.5% | -4.7% |
| 6M | +20.6% | -3.2% | +23.8% | +21.3% |
| YTD | +41.9% | +11.9% | +30.0% | +31.6% |
| 1Y | +84.4% | +5.3% | +79.0% | +75.3% |
| 3Y | +380.2% | -15.0% | +395.2% | +403.6% |
| 5Y | +275.3% | -19.6% | +294.9% | +295.9% |
| 10Y | +1,751.4% | +27.0% | +1,724.3% | +1,318.5% |
| All | +13,634.3% | +616.3% | +13,018.0% | +3,547.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling