-10.0%
TSM vs FE
+2.8%
-12.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.2% | -10.6% | -10.9% |
| 7D | -18.2% | +0.6% | -18.8% | -17.9% |
| 30D | -26.8% | +6.4% | -33.2% | -23.5% |
| 3M | -14.5% | -0.5% | -14.0% | -14.8% |
| 6M | -10.0% | +4.7% | -14.8% | -5.8% |
| All | -10.0% | +2.8% | -12.8% | -5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling