+43.5%
TSM vs MP
-42.0%
+85.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.5% | +4.0% |
| 7D | +4.4% | +2.3% | +2.2% | +3.9% |
| 30D | -7.0% | -15.3% | +8.3% | -3.0% |
| 3M | -1.8% | -33.5% | +31.7% | +8.3% |
| 6M | +2.7% | -45.5% | +48.2% | +16.8% |
| YTD | +37.1% | -27.3% | +64.4% | +41.4% |
| 1Y | +43.5% | -40.7% | +84.2% | +53.7% |
| All | +43.5% | -42.0% | +85.5% | +53.7% |
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