+36.0%
TSM vs PPL
+1.0%
+35.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.3% | -2.2% |
| 7D | -10.0% | +1.8% | -11.8% | -9.6% |
| 30D | -18.5% | +8.4% | -26.9% | -17.4% |
| 3M | -4.9% | +2.4% | -7.3% | -4.4% |
| 6M | -1.0% | -4.0% | +3.0% | -0.2% |
| YTD | +31.3% | +4.5% | +26.8% | +31.4% |
| 1Y | +36.0% | +1.7% | +34.3% | +39.0% |
| All | +36.0% | +1.0% | +35.0% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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