+330.4%
TSM vs MDY
+56.8%
+273.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.5% | -1.5% |
| 7D | +6.2% | +2.3% | +3.9% | +3.4% |
| 30D | -7.3% | +2.0% | -9.3% | -9.0% |
| 3M | -7.1% | -5.6% | -1.5% | 0.0% |
| 6M | +0.2% | +1.3% | -1.1% | +0.1% |
| YTD | +32.2% | +12.3% | +19.9% | +18.3% |
| 1Y | +42.8% | +15.8% | +27.0% | +23.6% |
| 3Y | +330.4% | +56.5% | +273.9% | +196.4% |
| All | +330.4% | +56.8% | +273.6% | +196.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling