+236.4%
TSM vs MA
+93.2%
+143.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.8% | +6.5% |
| 7D | -7.6% | +2.3% | -9.9% | -8.4% |
| 30D | -20.5% | +14.7% | -35.2% | -25.2% |
| 3M | -10.0% | +13.5% | -23.5% | -15.2% |
| 6M | -10.1% | +33.1% | -43.2% | -21.9% |
| YTD | +24.5% | +15.1% | +9.4% | +15.8% |
| 1Y | +31.2% | +18.7% | +12.4% | +19.6% |
| 3Y | +322.0% | +72.1% | +249.9% | +198.1% |
| All | +236.4% | +93.2% | +143.1% | +120.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling