+1,502.2%
TSM vs PPL
+62.1%
+1,440.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | -2.5% | -1.2% | -1.3% | -2.3% |
| 30D | -14.3% | +4.2% | -18.5% | -15.1% |
| 3M | -7.2% | +1.5% | -8.7% | -7.7% |
| 6M | -5.1% | +1.0% | -6.2% | -5.7% |
| YTD | +28.9% | +4.4% | +24.5% | +27.0% |
| 1Y | +37.1% | +0.8% | +36.3% | +36.1% |
| 3Y | +341.5% | +56.5% | +285.0% | +284.6% |
| 5Y | +245.7% | +47.7% | +198.0% | +204.3% |
| 10Y | +1,502.2% | +64.4% | +1,437.8% | +1,205.9% |
| All | +1,502.2% | +62.1% | +1,440.1% | +1,205.9% |
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