+13,634.3%
TSM vs PPL
+1,157.0%
+12,477.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +2.7% | +2.7% | +0.1% | +1.9% |
| 30D | +3.6% | +0.5% | +3.1% | +3.4% |
| 3M | -3.4% | +0.7% | -4.0% | -3.9% |
| 6M | +20.6% | -7.6% | +28.2% | +22.9% |
| YTD | +41.9% | +1.8% | +40.0% | +40.2% |
| 1Y | +84.4% | -0.8% | +85.1% | +83.3% |
| 3Y | +380.2% | +56.9% | +323.4% | +303.6% |
| 5Y | +275.3% | +39.5% | +235.8% | +225.5% |
| 10Y | +1,751.4% | +55.4% | +1,696.0% | +1,381.5% |
| All | +13,634.3% | +1,157.0% | +12,477.3% | +5,124.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling