+224.7%
TSM vs PPL
+47.7%
+177.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +0.8% | -11.6% | -10.8% |
| 7D | -18.2% | +1.0% | -19.3% | -18.3% |
| 30D | -26.8% | +6.8% | -33.6% | -27.1% |
| 3M | -14.5% | +3.9% | -18.3% | -14.7% |
| 6M | -10.0% | -2.0% | -8.0% | -9.8% |
| YTD | +17.1% | +5.3% | +11.8% | +16.4% |
| 1Y | +21.5% | +2.2% | +19.3% | +21.2% |
| 3Y | +300.4% | +56.7% | +243.6% | +259.3% |
| 5Y | +224.7% | +49.1% | +175.6% | +191.4% |
| All | +224.7% | +47.7% | +177.0% | +191.4% |
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