+273.1%
TSM vs PR
+433.6%
-160.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.2% |
| 7D | +2.7% | +2.9% | -0.2% | +2.1% |
| 30D | +3.6% | +18.0% | -14.4% | +0.2% |
| 3M | -3.4% | +16.9% | -20.2% | -6.6% |
| 6M | +20.6% | +28.2% | -7.6% | +13.5% |
| YTD | +41.9% | +69.3% | -27.5% | +25.4% |
| 1Y | +84.4% | +69.5% | +14.9% | +62.4% |
| 3Y | +380.2% | +81.7% | +298.5% | +309.1% |
| All | +273.1% | +433.6% | -160.5% | +156.0% |
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