+41.0%
TSM vs FDS
+23.2%
+17.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -2.1% |
| 7D | +14.8% | -2.6% | +17.4% | +14.2% |
| 30D | -8.9% | +14.1% | -23.0% | -6.0% |
| 3M | -5.3% | +19.8% | -25.0% | -0.7% |
| 6M | +2.6% | +55.0% | -52.4% | +13.3% |
| YTD | +34.5% | +15.9% | +18.6% | +43.0% |
| 1Y | +41.0% | +24.2% | +16.8% | +55.0% |
| All | +41.0% | +23.2% | +17.8% | +55.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling