+322.0%
TSM vs PWR
+221.0%
+101.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.3% | +0.1% | +2.7% |
| 7D | -7.6% | -12.9% | +5.3% | -0.5% |
| 30D | -20.5% | -22.8% | +2.4% | -8.5% |
| 3M | -10.0% | -19.0% | +9.0% | +0.1% |
| 6M | -10.1% | -31.1% | +21.1% | +9.3% |
| YTD | +24.5% | +28.2% | -3.7% | -0.4% |
| 1Y | +31.2% | +22.2% | +9.0% | +8.1% |
| 3Y | +322.0% | +222.1% | +99.9% | +98.2% |
| All | +322.0% | +221.0% | +101.0% | +98.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling