+322.0%
TSM vs FDS
-23.2%
+345.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.7% | +10.0% | +5.9% |
| 7D | -7.6% | -0.5% | -7.0% | -7.6% |
| 30D | -20.5% | +20.2% | -40.7% | -19.1% |
| 3M | -10.0% | +19.9% | -29.8% | -8.3% |
| 6M | -10.1% | +56.2% | -66.2% | -7.7% |
| YTD | +24.5% | +14.6% | +10.0% | +30.9% |
| 1Y | +31.2% | +31.6% | -0.4% | +35.0% |
| 3Y | +322.0% | -23.8% | +345.8% | +356.6% |
| All | +322.0% | -23.2% | +345.1% | +356.6% |
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