+31.2%
TSM vs PPL
+1.2%
+30.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +6.9% | +6.2% |
| 7D | -7.6% | +0.4% | -8.0% | -7.4% |
| 30D | -20.5% | +5.4% | -25.9% | -19.7% |
| 3M | -10.0% | +4.3% | -14.3% | -9.2% |
| 6M | -10.1% | -1.3% | -8.7% | -9.4% |
| YTD | +24.5% | +4.7% | +19.8% | +24.7% |
| 1Y | +31.2% | +1.3% | +29.9% | +34.8% |
| All | +31.2% | +1.2% | +30.0% | +34.8% |
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