+2,098.5%
TSM vs PR
+169.5%
+1,929.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.0% |
| 7D | +2.7% | +2.9% | -0.2% | +2.5% |
| 30D | +3.6% | +18.0% | -14.4% | +2.3% |
| 3M | -3.4% | +16.9% | -20.2% | -4.6% |
| 6M | +20.6% | +28.2% | -7.6% | +18.0% |
| YTD | +41.9% | +69.3% | -27.5% | +35.9% |
| 1Y | +84.4% | +69.5% | +14.9% | +76.4% |
| 3Y | +380.2% | +81.7% | +298.5% | +355.0% |
| 5Y | +275.3% | +422.2% | -146.9% | +232.1% |
| 10Y | +1,751.4% | +110.4% | +1,641.0% | +1,755.8% |
| All | +2,098.5% | +169.5% | +1,929.0% | +2,165.0% |
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 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