+1,709.2%
TSM vs FE
+114.5%
+1,594.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.4% | +3.0% |
| 7D | +2.7% | +1.9% | +0.8% | +2.3% |
| 30D | +3.6% | -1.2% | +4.8% | +3.8% |
| 3M | -3.4% | +3.5% | -6.9% | -4.3% |
| 6M | +20.6% | -6.1% | +26.7% | +21.8% |
| YTD | +41.9% | +7.6% | +34.3% | +39.2% |
| 1Y | +84.4% | +11.9% | +72.5% | +79.3% |
| 3Y | +380.2% | +48.4% | +331.8% | +330.6% |
| 5Y | +275.3% | +44.8% | +230.5% | +234.6% |
| All | +1,709.2% | +114.5% | +1,594.7% | +1,387.8% |
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