+11,237.1%
TSM vs F
+93.1%
+11,144.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.1% | -9.7% | -10.4% |
| 7D | -18.2% | +1.4% | -19.6% | -18.6% |
| 30D | -26.8% | +2.0% | -28.8% | -27.4% |
| 3M | -14.5% | -10.4% | -4.1% | -11.9% |
| 6M | -10.0% | +9.7% | -19.7% | -14.1% |
| YTD | +17.1% | -1.2% | +18.3% | +15.6% |
| 1Y | +21.5% | 0.0% | +21.5% | +19.3% |
| 3Y | +300.4% | +41.1% | +259.3% | +237.7% |
| 5Y | +224.7% | -11.4% | +236.1% | +209.1% |
| 10Y | +1,372.7% | +85.0% | +1,287.7% | +908.9% |
| All | +11,237.1% | +93.1% | +11,144.0% | +3,717.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling