+11,954.4%
TSM vs FDS
+5,858.5%
+6,095.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.7% | +10.0% | +7.7% |
| 7D | -7.6% | -0.5% | -7.0% | -7.6% |
| 30D | -20.5% | +20.2% | -40.7% | -26.3% |
| 3M | -10.0% | +19.9% | -29.8% | -17.3% |
| 6M | -10.1% | +56.2% | -66.2% | -27.6% |
| YTD | +24.5% | +14.6% | +10.0% | +10.6% |
| 1Y | +31.2% | +31.6% | -0.4% | +9.5% |
| 3Y | +322.0% | -23.8% | +345.8% | +328.0% |
| 5Y | +245.3% | -22.6% | +267.8% | +243.2% |
| 10Y | +1,465.8% | +139.3% | +1,326.5% | +847.1% |
| All | +11,954.4% | +5,858.5% | +6,095.9% | +2,436.3% |
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 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