+294.2%
TSM vs MNDY
-50.8%
+345.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.0% | -6.7% | -2.4% |
| 7D | +2.6% | -12.5% | +15.1% | +4.4% |
| 30D | +1.4% | -2.6% | +4.0% | +1.3% |
| 3M | +5.0% | +4.2% | +0.7% | +3.1% |
| 6M | +24.0% | +9.8% | +14.2% | +19.7% |
| YTD | +41.6% | -42.3% | +83.9% | +50.2% |
| 1Y | +66.2% | -54.5% | +120.7% | +82.2% |
| 3Y | +398.2% | -50.3% | +448.5% | +423.1% |
| 5Y | +277.6% | -77.1% | +354.7% | +282.7% |
| All | +294.2% | -50.8% | +345.0% | +283.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 10y: compounded portfolio wealth divided by compounded MNDY 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…
10y analysis · Full analysis span regression · 6 months rolling