+407.0%
TSM vs MKC
-31.2%
+438.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -1.0% |
| 7D | +4.8% | -4.3% | +9.1% | +4.0% |
| 30D | +4.0% | -3.1% | +7.1% | +3.5% |
| 3M | +2.0% | +6.8% | -4.8% | +3.4% |
| 6M | +25.5% | -18.3% | +43.8% | +23.8% |
| YTD | +44.0% | -23.1% | +67.1% | +41.4% |
| 1Y | +75.4% | -23.7% | +99.1% | +72.7% |
| All | +407.0% | -31.2% | +438.2% | +432.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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