+341.5%
TSM vs PPL
+53.7%
+287.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.4% |
| 7D | -2.5% | -1.2% | -1.3% | -2.8% |
| 30D | -14.3% | +4.2% | -18.5% | -13.3% |
| 3M | -7.2% | +1.5% | -8.7% | -6.7% |
| 6M | -5.1% | +1.0% | -6.2% | -4.5% |
| YTD | +28.9% | +4.4% | +24.5% | +31.1% |
| 1Y | +37.1% | +0.8% | +36.3% | +38.3% |
| 3Y | +341.5% | +56.5% | +285.0% | +395.7% |
| All | +341.5% | +53.7% | +287.7% | +395.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling