+1,643.1%
TSM vs MXL
+161.9%
+1,481.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.4% | +3.7% | -0.3% |
| 7D | +6.2% | +13.4% | -7.2% | +2.7% |
| 30D | -7.3% | -29.2% | +22.0% | -0.4% |
| 3M | -7.1% | -27.2% | +20.1% | -2.8% |
| 6M | +0.2% | -36.4% | +36.7% | +4.2% |
| YTD | +32.2% | +220.0% | -187.8% | -20.0% |
| 1Y | +42.8% | +304.8% | -262.0% | -19.6% |
| 3Y | +330.4% | +238.5% | +91.9% | +121.4% |
| 5Y | +263.9% | -18.8% | +282.7% | +171.0% |
| All | +1,643.1% | +161.9% | +1,481.2% | +704.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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