+16,394.2%
TSM vs FE
+564.6%
+15,829.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.1% | +4.2% |
| 7D | +4.4% | -0.4% | +4.8% | +4.6% |
| 30D | -7.0% | +3.6% | -10.6% | -8.0% |
| 3M | -1.8% | +0.3% | -2.1% | -2.1% |
| 6M | +2.7% | +6.4% | -3.7% | +0.2% |
| YTD | +37.1% | +8.1% | +29.0% | +33.0% |
| 1Y | +43.5% | +4.6% | +38.9% | +40.5% |
| 3Y | +341.5% | +49.1% | +292.4% | +280.3% |
| 5Y | +278.9% | +46.1% | +232.8% | +223.7% |
| 10Y | +1,641.8% | +122.7% | +1,519.1% | +1,123.4% |
| All | +16,394.2% | +564.6% | +15,829.6% | +8,623.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling