+14,515.9%
TSM vs PWR
+8,331.2%
+6,184.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | +14.8% | +19.1% | -4.2% | +9.2% |
| 30D | -8.9% | -12.0% | +3.1% | -5.7% |
| 3M | -5.3% | -10.6% | +5.3% | -2.6% |
| 6M | +2.6% | -20.8% | +23.4% | +9.0% |
| YTD | +34.5% | +43.7% | -9.2% | +20.0% |
| 1Y | +41.0% | +35.0% | +6.0% | +28.0% |
| 3Y | +333.1% | +249.4% | +83.7% | +203.7% |
| 5Y | +270.1% | +422.1% | -152.0% | +129.9% |
| 10Y | +1,608.7% | +1,868.4% | -259.8% | +628.5% |
| All | +14,515.9% | +8,331.2% | +6,184.7% | +3,203.5% |
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 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