+284.1%
TSM vs MXL
+33.8%
+250.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.5% | -8.4% | -2.5% |
| 7D | +4.8% | +19.0% | -14.2% | +0.7% |
| 30D | +4.0% | +4.5% | -0.4% | +2.3% |
| 3M | +2.0% | -1.5% | +3.5% | -1.2% |
| 6M | +25.5% | +348.6% | -323.1% | -25.3% |
| YTD | +44.0% | +310.3% | -266.3% | -12.5% |
| 1Y | +75.4% | +344.7% | -269.3% | +2.9% |
| 3Y | +406.7% | +211.2% | +195.6% | +187.1% |
| All | +284.1% | +33.8% | +250.3% | +176.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling