+224.7%
TSM vs PR
+225.6%
-0.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -4.9% | -5.9% | -9.8% |
| 7D | -18.2% | -16.5% | -1.7% | -15.2% |
| 30D | -26.8% | -4.5% | -22.3% | -26.2% |
| 3M | -14.5% | +8.5% | -23.0% | -16.2% |
| 6M | -10.0% | -3.3% | -6.7% | -10.1% |
| YTD | +17.1% | +55.7% | -38.6% | +4.3% |
| 1Y | +21.5% | +82.0% | -60.5% | +4.1% |
| 3Y | +300.4% | +62.5% | +237.9% | +245.3% |
| 5Y | +224.7% | +223.9% | +0.8% | +124.0% |
| All | +224.7% | +225.6% | -0.9% | +124.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling