+11,437.1%
TSM vs MKTX
+1,445.7%
+9,991.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +6.0% | +0.4% | +5.6% | +5.9% |
| 30D | +4.5% | +1.0% | +3.5% | +4.3% |
| 3M | +3.1% | +41.3% | -38.2% | -5.4% |
| 6M | +30.2% | -11.3% | +41.5% | +32.2% |
| YTD | +45.2% | -8.6% | +53.8% | +46.1% |
| 1Y | +79.6% | -11.1% | +90.6% | +81.0% |
| 3Y | +411.0% | -24.5% | +435.5% | +419.4% |
| 5Y | +290.7% | -61.4% | +352.1% | +355.7% |
| 10Y | +1,753.6% | +6.8% | +1,746.8% | +1,531.5% |
| All | +11,437.1% | +1,445.7% | +9,991.4% | +4,024.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling