+42.8%
TSM vs PWR
+34.5%
+8.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.3% |
| 7D | +6.2% | +11.3% | -5.1% | +0.8% |
| 30D | -7.3% | -8.9% | +1.6% | -4.1% |
| 3M | -7.1% | -10.5% | +3.4% | -3.5% |
| 6M | +0.2% | -22.2% | +22.4% | +10.2% |
| YTD | +32.2% | +42.7% | -10.5% | +4.8% |
| 1Y | +42.8% | +41.1% | +1.7% | +13.7% |
| All | +42.8% | +34.5% | +8.3% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling