+263.4%
TSM vs MTB
+65.9%
+197.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.3% |
| 7D | -2.1% | -0.7% | -1.4% | -1.8% |
| 30D | -12.5% | +1.4% | -14.0% | -13.0% |
| 3M | -5.0% | -11.6% | +6.6% | -1.1% |
| 6M | -3.2% | +5.4% | -8.6% | -5.5% |
| YTD | +31.5% | +11.7% | +19.8% | +25.4% |
| 1Y | +35.7% | +20.5% | +15.2% | +25.9% |
| 3Y | +323.5% | +104.5% | +219.0% | +220.4% |
| 5Y | +263.4% | +65.1% | +198.3% | +190.3% |
| All | +263.4% | +65.9% | +197.5% | +190.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling