+1,598.5%
TSM vs FE
+110.9%
+1,487.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.1% | +5.5% | +5.6% |
| 7D | -2.1% | -0.5% | -1.5% | -2.0% |
| 30D | -12.5% | +4.3% | -16.9% | -13.3% |
| 3M | -5.0% | +0.4% | -5.4% | -5.2% |
| 6M | -3.2% | +6.9% | -10.2% | -4.8% |
| YTD | +31.5% | +8.0% | +23.5% | +29.0% |
| 1Y | +35.7% | +4.8% | +30.9% | +33.8% |
| 3Y | +323.5% | +49.0% | +274.5% | +281.1% |
| 5Y | +263.4% | +46.2% | +217.2% | +224.7% |
| 10Y | +1,598.5% | +120.9% | +1,477.6% | +1,315.7% |
| All | +1,598.5% | +110.9% | +1,487.6% | +1,315.7% |
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