-3.4%
TSM vs MP
-18.1%
+14.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.3% |
| 7D | +2.7% | -2.9% | +5.6% | +3.8% |
| 30D | +3.6% | +13.8% | -10.2% | -3.0% |
| 3M | -3.4% | -16.7% | +13.3% | +8.4% |
| All | -3.4% | -18.1% | +14.8% | +8.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling