+1,934.0%
TSM vs PR
+160.5%
+1,773.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.5% | +4.3% | -1.8% |
| 7D | -10.0% | -12.1% | +2.2% | -9.1% |
| 30D | -18.5% | +0.9% | -19.4% | -18.6% |
| 3M | -4.9% | +10.1% | -15.0% | -5.7% |
| 6M | -1.0% | +1.1% | -2.1% | -1.3% |
| YTD | +31.3% | +63.7% | -32.4% | +25.9% |
| 1Y | +36.0% | +87.0% | -51.0% | +29.0% |
| 3Y | +348.7% | +70.7% | +278.0% | +326.8% |
| 5Y | +264.0% | +246.8% | +17.2% | +227.9% |
| 10Y | +1,550.5% | +72.6% | +1,477.9% | +1,533.1% |
| All | +1,934.0% | +160.5% | +1,773.5% | +1,998.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling