+236.4%
TSM vs FDS
-22.8%
+259.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.7% | +10.0% | +6.5% |
| 7D | -7.6% | -0.5% | -7.0% | -7.6% |
| 30D | -20.5% | +20.2% | -40.7% | -21.5% |
| 3M | -10.0% | +19.9% | -29.8% | -11.3% |
| 6M | -10.1% | +56.2% | -66.2% | -15.4% |
| YTD | +24.5% | +14.6% | +10.0% | +25.2% |
| 1Y | +31.2% | +31.6% | -0.4% | +25.8% |
| 3Y | +322.0% | -23.8% | +345.8% | +373.6% |
| All | +236.4% | -22.8% | +259.1% | +262.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling