+270.1%
TSM vs PWR
+423.6%
-153.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.7% |
| 7D | +14.8% | +19.1% | -4.2% | +4.7% |
| 30D | -8.9% | -12.0% | +3.1% | -3.5% |
| 3M | -5.3% | -10.6% | +5.3% | -1.0% |
| 6M | +2.6% | -20.8% | +23.4% | +13.6% |
| YTD | +34.5% | +43.7% | -9.2% | +6.2% |
| 1Y | +41.0% | +35.0% | +6.0% | +15.0% |
| 3Y | +333.1% | +249.4% | +83.7% | +122.8% |
| 5Y | +270.1% | +422.1% | -152.0% | +59.5% |
| All | +270.1% | +423.6% | -153.5% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling