+36.0%
TSM vs MP
-35.7%
+71.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.1% | +2.8% | -1.0% |
| 7D | -10.0% | -12.5% | +2.6% | -6.9% |
| 30D | -18.5% | -23.3% | +4.8% | -13.2% |
| 3M | -4.9% | -24.4% | +19.5% | +1.0% |
| 6M | -1.0% | -45.8% | +44.8% | +12.2% |
| YTD | +31.3% | -28.9% | +60.2% | +37.3% |
| 1Y | +36.0% | -34.6% | +70.6% | +43.3% |
| All | +36.0% | -35.7% | +71.7% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 1y: compounded portfolio wealth divided by compounded MP 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…
1y analysis · Full analysis span regression · 6 months rolling