+265.7%
TSM vs MA
+86.6%
+179.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.2% |
| 7D | +6.2% | +1.3% | +4.9% | +5.6% |
| 30D | -7.3% | +9.6% | -16.9% | -11.0% |
| 3M | -7.1% | +16.8% | -23.9% | -13.7% |
| 6M | +0.2% | +35.2% | -35.0% | -13.7% |
| YTD | +32.2% | +16.6% | +15.7% | +22.1% |
| 1Y | +42.8% | +19.8% | +23.0% | +29.6% |
| 3Y | +330.4% | +70.7% | +259.7% | +203.9% |
| All | +265.7% | +86.6% | +179.1% | +135.3% |
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