+1,753.6%
TSM vs FDS
+77.6%
+1,676.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.3% | +6.6% | +3.4% |
| 7D | +6.0% | -5.4% | +11.4% | +7.4% |
| 30D | +4.5% | +1.6% | +2.9% | +3.8% |
| 3M | +3.1% | +17.7% | -14.6% | -3.0% |
| 6M | +30.2% | +29.1% | +1.2% | +17.5% |
| YTD | +45.2% | +1.0% | +44.2% | +41.6% |
| 1Y | +79.6% | -21.6% | +101.2% | +91.0% |
| 3Y | +411.0% | -30.1% | +441.1% | +458.3% |
| 5Y | +290.7% | -20.7% | +311.5% | +296.9% |
| 10Y | +1,753.6% | +78.3% | +1,675.3% | +1,274.8% |
| All | +1,753.6% | +77.6% | +1,676.0% | +1,274.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded FDS 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling