+1,815.4%
TSM vs PSX
+377.2%
+1,438.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.5% | -1.0% |
| 7D | +4.8% | +1.8% | +2.9% | +4.3% |
| 30D | +4.0% | +21.6% | -17.6% | -0.9% |
| 3M | +2.0% | +46.5% | -44.5% | -7.6% |
| 6M | +25.5% | +62.0% | -36.5% | +10.0% |
| YTD | +44.0% | +106.3% | -62.3% | +17.8% |
| 1Y | +75.4% | +103.0% | -27.5% | +43.7% |
| 3Y | +406.7% | +135.5% | +271.2% | +290.6% |
| 5Y | +285.0% | +368.5% | -83.5% | +139.4% |
| 10Y | +1,815.4% | +386.6% | +1,428.8% | +1,014.1% |
| All | +1,815.4% | +377.2% | +1,438.2% | +1,014.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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