+15,318.7%
TSM vs PWR
+8,583.6%
+6,735.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.7% |
| 7D | +2.7% | +3.6% | -0.9% | +1.7% |
| 30D | +3.6% | -8.6% | +12.2% | +6.2% |
| 3M | -3.4% | -13.2% | +9.8% | +0.5% |
| 6M | +20.6% | +9.9% | +10.7% | +16.7% |
| YTD | +41.9% | +48.0% | -6.2% | +26.0% |
| 1Y | +84.4% | +66.2% | +18.2% | +58.4% |
| 3Y | +380.2% | +195.1% | +185.1% | +252.3% |
| 5Y | +275.3% | +442.6% | -167.2% | +131.1% |
| 10Y | +1,751.4% | +2,334.2% | -582.8% | +649.4% |
| All | +15,318.7% | +8,583.6% | +6,735.2% | +3,368.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling