+1,598.5%
TSM vs PR
+65.1%
+1,533.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +2.0% |
| 7D | -2.1% | -9.5% | +7.4% | -1.3% |
| 30D | -12.5% | -5.7% | -6.8% | -12.2% |
| 3M | -5.0% | +3.0% | -8.0% | -5.3% |
| 6M | -3.2% | +11.8% | -15.0% | -4.2% |
| YTD | +31.5% | +58.5% | -27.0% | +26.4% |
| 1Y | +35.7% | +69.9% | -34.2% | +29.7% |
| 3Y | +323.5% | +84.9% | +238.6% | +301.0% |
| 5Y | +263.4% | +246.4% | +16.9% | +227.5% |
| 10Y | +1,598.5% | +70.3% | +1,528.2% | +1,596.1% |
| All | +1,598.5% | +65.1% | +1,533.5% | +1,596.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling