+1,641.8%
TSM vs PWR
+1,887.5%
-245.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.3% | 0.0% | +2.2% |
| 7D | +4.4% | +4.7% | -0.3% | +2.2% |
| 30D | -7.0% | -12.5% | +5.5% | -1.7% |
| 3M | -1.8% | -9.3% | +7.5% | +1.6% |
| 6M | +2.7% | -22.2% | +24.9% | +13.6% |
| YTD | +37.1% | +44.2% | -7.1% | +11.9% |
| 1Y | +43.5% | +35.5% | +7.9% | +20.4% |
| 3Y | +341.5% | +250.4% | +91.1% | +143.9% |
| 5Y | +278.9% | +425.6% | -146.8% | +72.9% |
| 10Y | +1,641.8% | +1,874.2% | -232.4% | +350.2% |
| All | +1,641.8% | +1,887.5% | -245.7% | +350.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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