+265.7%
TSM vs F
-15.5%
+281.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +6.2% | -3.1% | +9.3% | +7.3% |
| 30D | -7.3% | 0.0% | -7.3% | -7.5% |
| 3M | -7.1% | -13.2% | +6.1% | -3.4% |
| 6M | +0.2% | -10.2% | +10.4% | +2.3% |
| YTD | +32.2% | -4.9% | +37.2% | +31.7% |
| 1Y | +42.8% | -6.1% | +48.9% | +42.6% |
| 3Y | +330.4% | +46.0% | +284.4% | +247.8% |
| All | +265.7% | -15.5% | +281.2% | +258.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling