+13,634.3%
TSM vs MTB
+1,060.9%
+12,573.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +2.9% | +2.9% |
| 7D | +2.7% | +1.7% | +1.0% | +2.0% |
| 30D | +3.6% | -4.2% | +7.8% | +5.3% |
| 3M | -3.4% | +8.9% | -12.2% | -7.0% |
| 6M | +20.6% | +10.9% | +9.7% | +15.2% |
| YTD | +41.9% | +21.5% | +20.4% | +30.4% |
| 1Y | +84.4% | +21.9% | +62.5% | +68.7% |
| 3Y | +380.2% | +109.2% | +271.0% | +246.1% |
| 5Y | +275.3% | +102.0% | +173.4% | +164.6% |
| 10Y | +1,751.4% | +171.9% | +1,579.5% | +928.0% |
| All | +13,634.3% | +1,060.9% | +12,573.5% | +3,572.2% |
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