+1,598.5%
TSM vs F
+79.7%
+1,518.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.8% | +2.2% |
| 7D | -2.1% | +1.0% | -3.0% | -2.3% |
| 30D | -12.5% | +2.1% | -14.7% | -13.2% |
| 3M | -5.0% | -10.3% | +5.3% | -2.4% |
| 6M | -3.2% | +3.3% | -6.5% | -5.6% |
| YTD | +31.5% | -2.0% | +33.5% | +30.1% |
| 1Y | +35.7% | -2.3% | +38.0% | +34.3% |
| 3Y | +323.5% | +49.9% | +273.6% | +253.2% |
| 5Y | +263.4% | -12.5% | +275.8% | +246.2% |
| 10Y | +1,598.5% | +74.3% | +1,524.3% | +1,095.7% |
| All | +1,598.5% | +79.7% | +1,518.8% | +1,095.7% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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