+1,641.8%
TSM vs PTC
+317.3%
+1,324.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.3% |
| 7D | +4.4% | +0.5% | +4.0% | +4.3% |
| 30D | -7.0% | +0.9% | -7.9% | -7.3% |
| 3M | -1.8% | +30.4% | -32.2% | -13.4% |
| 6M | +2.7% | +34.4% | -31.7% | -11.9% |
| YTD | +37.1% | +12.6% | +24.5% | +25.9% |
| 1Y | +43.5% | +10.2% | +33.3% | +32.9% |
| 3Y | +341.5% | +29.4% | +312.1% | +273.4% |
| 5Y | +278.9% | +63.7% | +215.1% | +184.8% |
| 10Y | +1,641.8% | +316.9% | +1,324.9% | +796.5% |
| All | +1,641.8% | +317.3% | +1,324.5% | +796.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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