+1,643.1%
TSM vs MDY
+165.3%
+1,477.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.5% | -1.6% |
| 7D | +6.2% | +2.3% | +3.9% | +4.1% |
| 30D | -7.3% | +2.0% | -9.3% | -8.6% |
| 3M | -7.1% | -5.6% | -1.5% | -1.7% |
| 6M | +0.2% | +1.3% | -1.1% | +0.1% |
| YTD | +32.2% | +12.3% | +19.9% | +21.3% |
| 1Y | +42.8% | +15.8% | +27.0% | +27.5% |
| 3Y | +330.4% | +56.5% | +273.9% | +200.9% |
| 5Y | +263.9% | +35.1% | +228.8% | +186.6% |
| All | +1,643.1% | +165.3% | +1,477.7% | +742.4% |
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