+1,410.4%
TSM vs FE
+107.4%
+1,303.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.8% | +6.4% |
| 7D | -7.6% | 0.0% | -7.5% | -7.6% |
| 30D | -20.5% | +5.2% | -25.7% | -21.3% |
| 3M | -10.0% | 0.0% | -10.0% | -10.1% |
| 6M | -10.1% | +5.0% | -15.1% | -11.2% |
| YTD | +24.5% | +7.9% | +16.6% | +22.1% |
| 1Y | +31.2% | +6.3% | +24.8% | +29.0% |
| 3Y | +322.0% | +46.0% | +276.0% | +281.0% |
| 5Y | +245.3% | +45.6% | +199.6% | +208.1% |
| All | +1,410.4% | +107.4% | +1,303.0% | +1,167.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling