+322.0%
TSM vs FE
+42.7%
+279.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.4% | +7.7% | +6.0% |
| 7D | -7.6% | -1.0% | -6.5% | -7.8% |
| 30D | -20.5% | +4.1% | -24.6% | -19.6% |
| 3M | -10.0% | -1.0% | -9.0% | -10.1% |
| 6M | -10.1% | +4.0% | -14.1% | -9.1% |
| YTD | +24.5% | +6.8% | +17.7% | +26.9% |
| 1Y | +31.2% | +5.3% | +25.9% | +33.4% |
| 3Y | +322.0% | +44.6% | +277.4% | +361.7% |
| All | +322.0% | +42.7% | +279.3% | +361.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling