+330.4%
TSM vs FDS
-23.3%
+353.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.6% |
| 7D | +6.2% | +1.5% | +4.7% | +6.4% |
| 30D | -7.3% | +14.8% | -22.1% | -5.9% |
| 3M | -7.1% | +16.3% | -23.4% | -5.5% |
| 6M | +0.2% | +66.2% | -66.0% | +3.0% |
| YTD | +32.2% | +16.2% | +16.0% | +39.2% |
| 1Y | +42.8% | +21.8% | +20.9% | +49.3% |
| 3Y | +330.4% | -23.9% | +354.3% | +371.3% |
| All | +330.4% | -23.3% | +353.7% | +371.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling