+31.2%
TSM vs FE
+6.2%
+25.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.8% | +6.2% |
| 7D | -7.6% | 0.0% | -7.5% | -7.6% |
| 30D | -20.5% | +5.2% | -25.7% | -19.3% |
| 3M | -10.0% | 0.0% | -10.0% | -9.8% |
| 6M | -10.1% | +5.0% | -15.1% | -10.0% |
| YTD | +24.5% | +7.9% | +16.6% | +24.2% |
| 1Y | +31.2% | +6.3% | +24.8% | +31.7% |
| All | +31.2% | +6.2% | +25.0% | +31.7% |
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 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