+35.7%
TSM vs F
-4.0%
+39.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.9% | +3.9% | +2.5% |
| 7D | -2.1% | -0.2% | -1.8% | -2.0% |
| 30D | -12.5% | +0.9% | -13.4% | -12.8% |
| 3M | -5.0% | -11.3% | +6.3% | -2.3% |
| 6M | -3.2% | +2.0% | -5.2% | -7.6% |
| YTD | +31.5% | -3.2% | +34.7% | +26.2% |
| 1Y | +35.7% | -3.5% | +39.2% | +30.5% |
| All | +35.7% | -4.0% | +39.7% | +30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling