+273.1%
TSM vs PPL
+39.5%
+233.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +2.7% | +2.7% | +0.1% | +2.6% |
| 30D | +3.6% | +0.5% | +3.1% | +3.6% |
| 3M | -3.4% | +0.7% | -4.0% | -3.5% |
| 6M | +20.6% | -7.6% | +28.2% | +21.4% |
| YTD | +41.9% | +1.8% | +40.0% | +41.3% |
| 1Y | +84.4% | -0.8% | +85.1% | +84.1% |
| 3Y | +380.2% | +56.9% | +323.4% | +327.7% |
| All | +273.1% | +39.5% | +233.6% | +233.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling