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  • TSM vs FDS✓SelectedUSD · FDSTSM vs FDS performance historyLatest closeAs of+2.85%09/04
Stock and ETF performance explorer

TSM vs FDS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+13,634.3%
FDS return
+5,387.3%
Excess return
+8,247.0%
Maximum drawdown
-84.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFDSExcessAlpha
1D+2.9%-3.5%+6.4%+4.1%
7D+2.7%-1.9%+4.6%+3.3%
30D+3.6%+9.0%-5.4%-0.1%
3M-3.4%+18.9%-22.2%-11.7%
6M+20.6%+35.1%-14.5%+3.0%
YTD+41.9%+5.5%+36.4%+31.7%
1Y+84.4%-16.8%+101.2%+85.4%
3Y+380.2%-28.1%+408.3%+403.7%
5Y+275.3%-17.4%+292.7%+266.6%
10Y+1,751.4%+85.4%+1,665.9%+1,152.7%
All+13,634.3%+5,387.3%+8,247.0%+2,920.0%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling