+1,779.8%
TSM vs MDY
+177.2%
+1,602.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.5% |
| 7D | +1.0% | -1.9% | +2.9% | +2.7% |
| 30D | +1.0% | -4.6% | +5.6% | +5.4% |
| 3M | +2.9% | -1.2% | +4.1% | +4.4% |
| 6M | +22.8% | +9.2% | +13.6% | +14.7% |
| YTD | +43.3% | +13.1% | +30.2% | +30.1% |
| 1Y | +69.2% | +13.0% | +56.2% | +53.9% |
| 3Y | +404.5% | +49.2% | +355.3% | +265.3% |
| 5Y | +282.2% | +47.2% | +235.0% | +180.2% |
| All | +1,779.8% | +177.2% | +1,602.6% | +787.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling