+265.7%
TSM vs PPL
+47.4%
+218.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.7% |
| 7D | +6.2% | -0.4% | +6.6% | +6.2% |
| 30D | -7.3% | +2.6% | -9.9% | -7.4% |
| 3M | -7.1% | +0.8% | -7.9% | -7.2% |
| 6M | +0.2% | +1.4% | -1.2% | 0.0% |
| YTD | +32.2% | +4.3% | +27.9% | +31.5% |
| 1Y | +42.8% | +0.8% | +42.0% | +42.5% |
| 3Y | +330.4% | +57.9% | +272.5% | +283.9% |
| All | +265.7% | +47.4% | +218.3% | +227.5% |
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