+42.8%
TSM vs FE
+5.8%
+37.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.7% | -1.3% |
| 7D | +6.2% | +1.2% | +5.0% | +6.7% |
| 30D | -7.3% | +4.5% | -11.8% | -5.9% |
| 3M | -7.1% | +1.3% | -8.5% | -6.5% |
| 6M | +0.2% | +8.7% | -8.4% | +0.7% |
| YTD | +32.2% | +9.2% | +23.0% | +33.7% |
| 1Y | +42.8% | +7.0% | +35.8% | +44.6% |
| All | +42.8% | +5.8% | +37.0% | +44.6% |
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