-14.5%
TSM vs F
-11.6%
-2.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.1% | -9.7% | -10.9% |
| 7D | -18.2% | +1.4% | -19.6% | -18.0% |
| 30D | -26.8% | +2.0% | -28.8% | -26.5% |
| 3M | -14.5% | -10.4% | -4.1% | -14.2% |
| All | -14.5% | -11.6% | -2.9% | -14.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling