+1,753.6%
TSM vs FFIV
+224.0%
+1,529.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | +6.0% | -1.5% | +7.6% | +6.8% |
| 30D | +4.5% | -2.7% | +7.2% | +5.6% |
| 3M | +3.1% | -1.7% | +4.8% | +3.4% |
| 6M | +30.2% | +36.1% | -5.9% | +11.5% |
| YTD | +45.2% | +52.6% | -7.4% | +16.9% |
| 1Y | +79.6% | +21.5% | +58.0% | +59.9% |
| 3Y | +411.0% | +142.7% | +268.3% | +225.7% |
| 5Y | +290.7% | +92.6% | +198.1% | +170.6% |
| 10Y | +1,753.6% | +225.5% | +1,528.1% | +965.2% |
| All | +1,753.6% | +224.0% | +1,529.6% | +965.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling