+3,806.7%
TSM vs PSX
+1,118.1%
+2,688.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.2% |
| 7D | -2.1% | -7.8% | +5.8% | 0.0% |
| 30D | -12.5% | -9.9% | -2.7% | -10.4% |
| 3M | -5.0% | +16.9% | -21.9% | -9.0% |
| 6M | -3.2% | +48.0% | -51.2% | -13.2% |
| YTD | +31.5% | +98.3% | -66.9% | +8.0% |
| 1Y | +35.7% | +86.2% | -50.5% | +13.2% |
| 3Y | +323.5% | +144.0% | +179.5% | +222.0% |
| 5Y | +263.4% | +287.7% | -24.3% | +137.9% |
| 10Y | +1,598.5% | +338.3% | +1,260.2% | +899.3% |
| All | +3,806.7% | +1,118.1% | +2,688.6% | +1,668.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling