+36.0%
TSM vs MTB
+27.0%
+9.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.4% |
| 7D | -10.0% | +2.0% | -12.0% | -10.2% |
| 30D | -18.5% | +2.9% | -21.5% | -18.9% |
| 3M | -4.9% | -10.7% | +5.8% | -3.1% |
| 6M | -1.0% | +6.3% | -7.3% | -4.1% |
| YTD | +31.3% | +13.8% | +17.5% | +22.9% |
| 1Y | +36.0% | +27.7% | +8.3% | +24.9% |
| All | +36.0% | +27.0% | +9.1% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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