+407.0%
TSM vs MXL
+209.6%
+197.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.5% | -8.4% | -2.2% |
| 7D | +4.8% | +19.0% | -14.2% | +1.4% |
| 30D | +4.0% | +4.5% | -0.4% | +2.6% |
| 3M | +2.0% | -1.5% | +3.5% | -0.3% |
| 6M | +25.5% | +348.6% | -323.1% | -18.2% |
| YTD | +44.0% | +310.3% | -266.3% | -4.5% |
| 1Y | +75.4% | +344.7% | -269.3% | +13.0% |
| All | +407.0% | +209.6% | +197.4% | +224.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling