+43.5%
TSM vs FE
+4.9%
+38.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.1% | +4.3% |
| 7D | +4.4% | -0.4% | +4.8% | +4.3% |
| 30D | -7.0% | +3.6% | -10.6% | -5.9% |
| 3M | -1.8% | +0.3% | -2.1% | -1.5% |
| 6M | +2.7% | +6.4% | -3.7% | +2.7% |
| YTD | +37.1% | +8.1% | +29.0% | +36.5% |
| 1Y | +43.5% | +4.6% | +38.9% | +44.4% |
| All | +43.5% | +4.9% | +38.5% | +44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling