+322.0%
TSM vs F
+40.1%
+281.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.0% | +6.5% |
| 7D | -7.6% | +1.6% | -9.1% | -7.9% |
| 30D | -20.5% | +2.6% | -23.1% | -21.1% |
| 3M | -10.0% | -8.8% | -1.2% | -8.4% |
| 6M | -10.1% | +4.6% | -14.7% | -12.4% |
| YTD | +24.5% | -1.9% | +26.4% | +23.0% |
| 1Y | +31.2% | -0.8% | +31.9% | +29.2% |
| 3Y | +322.0% | +43.5% | +278.5% | +260.4% |
| All | +322.0% | +40.1% | +281.9% | +260.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling