+285.0%
TSM vs MDY
+45.8%
+239.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | +0.3% |
| 7D | +4.8% | -0.8% | +5.6% | +5.6% |
| 30D | +4.0% | -3.9% | +7.9% | +8.5% |
| 3M | +2.0% | 0.0% | +2.0% | +2.5% |
| 6M | +25.5% | +8.5% | +17.0% | +16.4% |
| YTD | +44.0% | +13.2% | +30.8% | +28.3% |
| 1Y | +75.4% | +15.0% | +60.4% | +54.0% |
| 3Y | +406.7% | +49.6% | +357.2% | +245.6% |
| 5Y | +285.0% | +46.0% | +239.0% | +170.3% |
| All | +285.0% | +45.8% | +239.1% | +170.3% |
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 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