+641.7%
TSM vs MP
+257.7%
+384.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.9% | +1.4% | +5.5% |
| 7D | -7.6% | -10.5% | +3.0% | -5.8% |
| 30D | -20.5% | -23.5% | +3.0% | -17.0% |
| 3M | -10.0% | -25.4% | +15.5% | -6.0% |
| 6M | -10.1% | -51.3% | +41.2% | -0.3% |
| YTD | +24.5% | -29.9% | +54.4% | +29.4% |
| 1Y | +31.2% | -31.8% | +63.0% | +36.3% |
| 3Y | +322.0% | +127.0% | +195.0% | +229.2% |
| 5Y | +245.3% | -3.3% | +248.5% | +203.4% |
| All | +641.7% | +257.7% | +384.0% | +557.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling