+37.6%
TSM vs FE
+4.8%
+32.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +1.9% |
| 7D | -2.1% | -0.5% | -1.5% | -2.2% |
| 30D | -12.5% | +4.3% | -16.9% | -11.4% |
| 3M | -5.0% | +0.4% | -5.4% | -4.7% |
| 6M | -3.2% | +6.9% | -10.2% | -3.3% |
| YTD | +31.5% | +8.0% | +23.5% | +30.9% |
| All | +37.6% | +4.8% | +32.8% | +38.5% |
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