+12,919.2%
TSM vs MTB
+963.8%
+11,955.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +14.8% | 0.0% | +14.8% | +14.8% |
| 30D | -8.9% | +0.8% | -9.8% | -9.2% |
| 3M | -5.3% | -12.8% | +7.5% | -0.2% |
| 6M | +2.6% | +6.7% | -4.1% | -0.6% |
| YTD | +34.5% | +11.3% | +23.2% | +27.8% |
| 1Y | +41.0% | +20.2% | +20.8% | +29.8% |
| 3Y | +333.1% | +103.8% | +229.4% | +216.0% |
| 5Y | +270.1% | +60.9% | +209.2% | +187.3% |
| 10Y | +1,608.7% | +115.0% | +1,493.7% | +950.9% |
| All | +12,919.2% | +963.8% | +11,955.5% | +3,499.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling