+13,990.0%
TSM vs FE
+566.1%
+13,423.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.2% | -10.6% | -10.7% |
| 7D | -18.2% | +0.6% | -18.8% | -18.4% |
| 30D | -26.8% | +6.4% | -33.2% | -28.2% |
| 3M | -14.5% | -0.5% | -14.0% | -14.5% |
| 6M | -10.0% | +4.7% | -14.8% | -11.8% |
| YTD | +17.1% | +8.4% | +8.7% | +13.5% |
| 1Y | +21.5% | +7.2% | +14.3% | +18.1% |
| 3Y | +300.4% | +44.9% | +255.5% | +248.0% |
| 5Y | +224.7% | +46.3% | +178.4% | +177.2% |
| 10Y | +1,372.7% | +110.3% | +1,262.4% | +955.8% |
| All | +13,990.0% | +566.1% | +13,423.9% | +7,347.4% |
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