+4,114.9%
TSM vs PSX
+1,139.4%
+2,975.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +2.7% | +4.5% | -1.8% | +1.6% |
| 30D | +3.6% | +26.6% | -23.0% | -2.5% |
| 3M | -3.4% | +39.3% | -42.6% | -11.5% |
| 6M | +20.6% | +56.8% | -36.2% | +6.3% |
| YTD | +41.9% | +101.8% | -60.0% | +16.4% |
| 1Y | +84.4% | +99.6% | -15.2% | +51.3% |
| 3Y | +380.2% | +140.3% | +239.9% | +267.5% |
| 5Y | +275.3% | +339.3% | -64.0% | +137.5% |
| 10Y | +1,751.4% | +369.9% | +1,381.5% | +972.7% |
| All | +4,114.9% | +1,139.4% | +2,975.5% | +1,806.0% |
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