+273.1%
TSM vs FFIV
+91.3%
+181.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.1% |
| 7D | +2.7% | -1.0% | +3.7% | +3.1% |
| 30D | +3.6% | -5.1% | +8.7% | +6.1% |
| 3M | -3.4% | -4.5% | +1.1% | -1.5% |
| 6M | +20.6% | +36.5% | -15.9% | +1.1% |
| YTD | +41.9% | +53.0% | -11.1% | +10.7% |
| 1Y | +84.4% | +24.2% | +60.2% | +60.1% |
| 3Y | +380.2% | +137.2% | +243.0% | +184.5% |
| All | +273.1% | +91.3% | +181.8% | +139.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling