+1,502.2%
TSM vs F
+88.0%
+1,414.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.3% |
| 7D | -2.5% | -0.6% | -1.9% | -2.4% |
| 30D | -14.3% | +2.9% | -17.1% | -15.1% |
| 3M | -7.2% | -9.5% | +2.2% | -4.9% |
| 6M | -5.1% | +4.0% | -9.1% | -7.7% |
| YTD | +28.9% | -1.3% | +30.2% | +27.2% |
| 1Y | +37.1% | -1.9% | +39.0% | +35.5% |
| 3Y | +341.5% | +53.5% | +288.0% | +265.9% |
| 5Y | +245.7% | -15.1% | +260.8% | +232.2% |
| 10Y | +1,502.2% | +81.0% | +1,421.3% | +1,038.9% |
| All | +1,502.2% | +88.0% | +1,414.3% | +1,038.9% |
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