+8,952.5%
TSM vs MA
+15,793.6%
-6,841.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.3% |
| 7D | +2.7% | -2.7% | +5.4% | +3.9% |
| 30D | +3.6% | +1.5% | +2.1% | +2.7% |
| 3M | -3.4% | +20.4% | -23.8% | -11.4% |
| 6M | +20.6% | +11.1% | +9.5% | +14.0% |
| YTD | +41.9% | +2.0% | +39.9% | +38.7% |
| 1Y | +84.4% | -2.2% | +86.5% | +82.6% |
| 3Y | +380.2% | +41.9% | +338.3% | +299.9% |
| 5Y | +275.3% | +75.4% | +200.0% | +182.6% |
| 10Y | +1,751.4% | +527.5% | +1,223.8% | +694.2% |
| All | +8,952.5% | +15,793.6% | -6,841.1% | +1,423.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling