+1,643.1%
TSM vs F
+64.5%
+1,578.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +6.2% | -3.1% | +9.3% | +7.2% |
| 30D | -7.3% | 0.0% | -7.3% | -7.5% |
| 3M | -7.1% | -13.2% | +6.1% | -3.6% |
| 6M | +0.2% | -10.2% | +10.4% | +2.2% |
| YTD | +32.2% | -4.9% | +37.2% | +32.0% |
| 1Y | +42.8% | -6.1% | +48.9% | +42.9% |
| 3Y | +330.4% | +46.0% | +284.4% | +261.9% |
| 5Y | +263.9% | -15.7% | +279.6% | +250.5% |
| All | +1,643.1% | +64.5% | +1,578.6% | +1,145.3% |
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