+79.6%
TSM vs PWR
+69.6%
+9.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | 0.0% | +1.2% |
| 7D | +6.0% | +4.5% | +1.5% | +3.8% |
| 30D | +4.5% | -4.9% | +9.4% | +6.9% |
| 3M | +3.1% | -7.9% | +11.0% | +6.9% |
| 6M | +30.2% | +18.3% | +11.9% | +15.8% |
| YTD | +45.2% | +51.5% | -6.3% | +10.9% |
| 1Y | +79.6% | +70.3% | +9.2% | +31.7% |
| All | +79.6% | +69.6% | +9.9% | +31.7% |
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