+13,634.3%
TSM vs MDY
+1,442.5%
+12,191.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.7% | +2.7% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | +3.6% | -1.5% | +5.1% | +5.3% |
| 3M | -3.4% | +0.8% | -4.1% | -3.6% |
| 6M | +20.6% | +7.4% | +13.2% | +12.8% |
| YTD | +41.9% | +15.2% | +26.7% | +23.2% |
| 1Y | +84.4% | +16.5% | +67.8% | +58.2% |
| 3Y | +380.2% | +46.8% | +333.4% | +221.4% |
| 5Y | +275.3% | +46.0% | +229.3% | +150.4% |
| 10Y | +1,751.4% | +172.1% | +1,579.3% | +473.4% |
| All | +13,634.3% | +1,442.5% | +12,191.8% | +363.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling