+337.7%
TSM vs MA
+68.5%
+269.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.7% |
| 7D | +14.8% | -0.5% | +15.3% | +14.9% |
| 30D | -8.9% | +7.9% | -16.8% | -9.8% |
| 3M | -5.3% | +16.8% | -22.0% | -7.6% |
| 6M | +2.6% | +31.0% | -28.4% | -2.6% |
| YTD | +34.5% | +15.0% | +19.4% | +32.5% |
| 1Y | +41.0% | +17.0% | +24.0% | +38.1% |
| All | +337.7% | +68.5% | +269.2% | +249.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling