+1,815.4%
TSM vs MTB
+172.8%
+1,642.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +4.8% | +1.1% | +3.7% | +4.4% |
| 30D | +4.0% | -4.6% | +8.7% | +5.5% |
| 3M | +2.0% | +6.3% | -4.3% | -0.2% |
| 6M | +25.5% | +15.6% | +9.9% | +19.6% |
| YTD | +44.0% | +20.6% | +23.4% | +35.3% |
| 1Y | +75.4% | +22.5% | +52.9% | +63.7% |
| 3Y | +406.7% | +114.4% | +292.3% | +294.0% |
| 5Y | +285.0% | +101.9% | +183.1% | +199.6% |
| 10Y | +1,815.4% | +170.4% | +1,645.0% | +1,303.2% |
| All | +1,815.4% | +172.8% | +1,642.5% | +1,303.2% |
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