-10.1%
TSM vs FDS
+53.0%
-63.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.7% | +10.0% | +5.1% |
| 7D | -7.6% | -0.5% | -7.0% | -7.6% |
| 30D | -20.5% | +20.2% | -40.7% | -15.7% |
| 3M | -10.0% | +19.9% | -29.8% | -4.1% |
| 6M | -10.1% | +56.2% | -66.2% | +0.8% |
| All | -10.1% | +53.0% | -63.1% | +0.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling