+13,634.3%
TSM vs F
+125.3%
+13,509.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.4% |
| 7D | +2.7% | +5.3% | -2.6% | +1.0% |
| 30D | +3.6% | +4.6% | -1.0% | +1.9% |
| 3M | -3.4% | -3.7% | +0.3% | -2.5% |
| 6M | +20.6% | +16.8% | +3.8% | +13.3% |
| YTD | +41.9% | +15.3% | +26.6% | +33.7% |
| 1Y | +84.4% | +31.0% | +53.4% | +65.6% |
| 3Y | +380.2% | +45.4% | +334.8% | +301.5% |
| 5Y | +275.3% | +54.7% | +220.7% | +197.4% |
| 10Y | +1,751.4% | +98.2% | +1,653.2% | +1,146.3% |
| All | +13,634.3% | +125.3% | +13,509.0% | +4,316.2% |
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 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