+1,779.8%
TSM vs MXL
+313.4%
+1,466.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.5% | -6.3% | -0.6% |
| 7D | +1.0% | +18.9% | -17.8% | -3.3% |
| 30D | +1.0% | +0.3% | +0.6% | 0.0% |
| 3M | +2.9% | -8.0% | +10.9% | +0.9% |
| 6M | +22.8% | +341.2% | -318.4% | -29.3% |
| YTD | +43.3% | +327.8% | -284.5% | -17.2% |
| 1Y | +69.2% | +364.9% | -295.7% | -5.7% |
| 3Y | +404.5% | +229.2% | +175.3% | +170.3% |
| 5Y | +282.2% | +42.8% | +239.4% | +148.3% |
| All | +1,779.8% | +313.4% | +1,466.4% | +689.1% |
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