+277.6%
TSM vs MKTX
-60.6%
+338.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +2.6% | -0.2% | +2.8% | +2.7% |
| 30D | +1.4% | +0.8% | +0.6% | +1.3% |
| 3M | +5.0% | +41.1% | -36.2% | -0.4% |
| 6M | +24.0% | -9.5% | +33.5% | +25.1% |
| YTD | +41.6% | -8.7% | +50.3% | +42.5% |
| 1Y | +66.2% | -10.0% | +76.1% | +67.4% |
| 3Y | +398.2% | -24.6% | +422.8% | +402.9% |
| 5Y | +277.6% | -60.3% | +337.9% | +293.2% |
| All | +277.6% | -60.6% | +338.2% | +293.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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