+12,629.9%
TSM vs MTB
+967.8%
+11,662.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.4% |
| 7D | -2.1% | -0.7% | -1.4% | -1.7% |
| 30D | -12.5% | +1.4% | -14.0% | -13.0% |
| 3M | -5.0% | -11.6% | +6.6% | -0.4% |
| 6M | -3.2% | +5.4% | -8.6% | -5.8% |
| YTD | +31.5% | +11.7% | +19.8% | +24.8% |
| 1Y | +35.7% | +20.5% | +15.2% | +24.8% |
| 3Y | +323.5% | +104.5% | +219.0% | +208.5% |
| 5Y | +263.4% | +65.1% | +198.3% | +179.1% |
| 10Y | +1,598.5% | +119.5% | +1,479.0% | +935.2% |
| All | +12,629.9% | +967.8% | +11,662.2% | +3,414.1% |
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