+13,634.3%
TSM vs FDS
+5,387.3%
+8,247.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 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