+1,711.0%
TSM vs FDS
+85.5%
+1,625.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.5% | +6.4% | +3.7% |
| 7D | +2.7% | -1.9% | +4.6% | +3.1% |
| 30D | +3.6% | +9.0% | -5.4% | +1.1% |
| 3M | -3.4% | +18.9% | -22.2% | -9.1% |
| 6M | +20.6% | +35.1% | -14.5% | +7.6% |
| YTD | +41.9% | +5.5% | +36.4% | +36.9% |
| 1Y | +84.4% | -16.8% | +101.2% | +92.9% |
| 3Y | +380.2% | -28.1% | +408.3% | +422.8% |
| 5Y | +275.3% | -17.4% | +292.7% | +277.8% |
| All | +1,711.0% | +85.5% | +1,625.5% | +1,229.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling