+36.0%
TSM vs MDY
+17.5%
+18.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -3.1% |
| 7D | -10.0% | +1.7% | -11.7% | -12.2% |
| 30D | -18.5% | +1.2% | -19.7% | -19.9% |
| 3M | -4.9% | -3.5% | -1.4% | +0.5% |
| 6M | -1.0% | +3.5% | -4.5% | -4.3% |
| YTD | +31.3% | +13.6% | +17.7% | +14.0% |
| 1Y | +36.0% | +17.1% | +19.0% | +16.3% |
| All | +36.0% | +17.5% | +18.5% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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