+36.0%
TSM vs MA
+24.3%
+11.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.2% | -1.3% |
| 7D | -10.0% | +10.2% | -20.2% | -7.8% |
| 30D | -18.5% | +19.3% | -37.9% | -15.4% |
| 3M | -4.9% | +18.0% | -22.8% | -1.4% |
| 6M | -1.0% | +33.7% | -34.7% | +4.8% |
| YTD | +31.3% | +18.6% | +12.7% | +37.3% |
| 1Y | +36.0% | +22.5% | +13.5% | +43.4% |
| All | +36.0% | +24.3% | +11.8% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 1y: compounded portfolio wealth divided by compounded MA 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…
1y analysis · Full analysis span regression · 6 months rolling