+346.2%
TSM vs FFIV
+102.3%
+243.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +3.9% |
| 7D | +4.4% | -2.9% | +7.4% | +5.9% |
| 30D | -7.0% | -32.4% | +25.4% | +7.4% |
| 3M | -1.8% | -22.7% | +20.9% | +6.4% |
| 6M | +2.7% | -10.7% | +13.4% | +4.0% |
| YTD | +37.1% | +25.4% | +11.7% | +16.2% |
| 1Y | +43.5% | +34.2% | +9.3% | +17.1% |
| All | +346.2% | +102.3% | +243.9% | +201.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling