+1,641.8%
TSM vs PPL
+65.2%
+1,576.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.2% | +4.4% |
| 7D | +4.4% | -1.0% | +5.4% | +4.6% |
| 30D | -7.0% | +3.0% | -10.0% | -7.7% |
| 3M | -1.8% | +1.1% | -2.9% | -2.2% |
| 6M | +2.7% | -0.8% | +3.5% | +2.5% |
| YTD | +37.1% | +3.5% | +33.6% | +35.3% |
| 1Y | +43.5% | -0.9% | +44.4% | +42.9% |
| 3Y | +341.5% | +54.2% | +287.3% | +286.1% |
| 5Y | +278.9% | +46.3% | +232.6% | +234.2% |
| 10Y | +1,641.8% | +65.0% | +1,576.7% | +1,339.1% |
| All | +1,641.8% | +65.2% | +1,576.5% | +1,339.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling