+373.1%
TSM vs FE
+49.5%
+323.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.4% | +2.7% |
| 7D | +2.7% | +1.9% | +0.8% | +3.1% |
| 30D | +3.6% | -1.2% | +4.8% | +3.4% |
| 3M | -3.4% | +3.5% | -6.9% | -2.7% |
| 6M | +20.6% | -6.1% | +26.7% | +19.8% |
| YTD | +41.9% | +7.6% | +34.3% | +44.3% |
| 1Y | +84.4% | +11.9% | +72.5% | +89.3% |
| All | +373.1% | +49.5% | +323.6% | +404.8% |
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