+6,560.5%
TSM vs MXL
+249.5%
+6,310.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.5% | -2.7% | +1.6% |
| 7D | +2.7% | +1.6% | +1.1% | +2.3% |
| 30D | +3.6% | -7.0% | +10.6% | +4.4% |
| 3M | -3.4% | -33.4% | +30.0% | +1.9% |
| 6M | +20.6% | +260.2% | -239.5% | -21.2% |
| YTD | +41.9% | +260.0% | -218.1% | -7.7% |
| 1Y | +84.4% | +303.5% | -219.1% | +15.6% |
| 3Y | +380.2% | +160.4% | +219.8% | +200.1% |
| 5Y | +275.3% | +14.7% | +260.6% | +171.5% |
| 10Y | +1,751.4% | +215.6% | +1,535.8% | +898.2% |
| All | +6,560.5% | +249.5% | +6,310.9% | +3,170.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling