+373.1%
TSM vs PWR
+195.8%
+177.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.5% |
| 7D | +2.7% | +3.6% | -0.9% | +0.7% |
| 30D | +3.6% | -8.6% | +12.2% | +8.7% |
| 3M | -3.4% | -13.2% | +9.8% | +4.1% |
| 6M | +20.6% | +9.9% | +10.7% | +10.9% |
| YTD | +41.9% | +48.0% | -6.2% | +7.8% |
| 1Y | +84.4% | +66.2% | +18.2% | +29.7% |
| All | +373.1% | +195.8% | +177.3% | +141.9% |
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