+3,895.5%
TSM vs PSX
+1,177.4%
+2,718.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.3% |
| 7D | +14.8% | +6.4% | +8.4% | +13.1% |
| 30D | -8.9% | -10.2% | +1.3% | -6.6% |
| 3M | -5.3% | +17.2% | -22.4% | -9.3% |
| 6M | +2.6% | +51.8% | -49.2% | -8.5% |
| YTD | +34.5% | +108.0% | -73.5% | +9.2% |
| 1Y | +41.0% | +96.1% | -55.1% | +16.1% |
| 3Y | +333.1% | +155.9% | +177.3% | +225.6% |
| 5Y | +270.1% | +306.9% | -36.8% | +139.4% |
| 10Y | +1,608.7% | +364.5% | +1,244.1% | +890.9% |
| All | +3,895.5% | +1,177.4% | +2,718.0% | +1,687.7% |
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