+1,641.8%
TSM vs MTB
+119.7%
+1,522.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.4% | +4.3% |
| 7D | +4.4% | -2.0% | +6.4% | +5.1% |
| 30D | -7.0% | +0.1% | -7.1% | -7.0% |
| 3M | -1.8% | -12.1% | +10.3% | +2.0% |
| 6M | +2.7% | +7.3% | -4.6% | 0.0% |
| YTD | +37.1% | +11.5% | +25.6% | +31.7% |
| 1Y | +43.5% | +21.3% | +22.2% | +34.3% |
| 3Y | +341.5% | +104.1% | +237.4% | +248.5% |
| 5Y | +278.9% | +61.8% | +217.0% | +215.0% |
| 10Y | +1,641.8% | +115.4% | +1,526.4% | +1,401.8% |
| All | +1,641.8% | +119.7% | +1,522.0% | +1,401.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling