+265.7%
TSM vs MDY
+34.6%
+231.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.5% | -1.5% |
| 7D | +6.2% | +2.3% | +3.9% | +3.7% |
| 30D | -7.3% | +2.0% | -9.3% | -8.8% |
| 3M | -7.1% | -5.6% | -1.5% | -0.7% |
| 6M | +0.2% | +1.3% | -1.1% | +0.1% |
| YTD | +32.2% | +12.3% | +19.9% | +19.3% |
| 1Y | +42.8% | +15.8% | +27.0% | +24.8% |
| 3Y | +330.4% | +56.5% | +273.9% | +181.6% |
| All | +265.7% | +34.6% | +231.1% | +175.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling