+288.2%
TSM vs PSX
+367.4%
-79.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.0% |
| 7D | +6.0% | +2.8% | +3.2% | +5.5% |
| 30D | +4.5% | +27.8% | -23.2% | -0.5% |
| 3M | +3.1% | +42.0% | -38.9% | -4.1% |
| 6M | +30.2% | +58.1% | -27.9% | +17.4% |
| YTD | +45.2% | +105.0% | -59.8% | +22.1% |
| 1Y | +79.6% | +104.9% | -25.4% | +50.5% |
| 3Y | +411.0% | +134.1% | +276.9% | +303.4% |
| All | +288.2% | +367.4% | -79.2% | +156.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling