+8,446.8%
TSM vs FFIV
+5,965.2%
+2,481.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.3% | +6.6% | +6.4% |
| 7D | -7.6% | -8.1% | +0.6% | -5.4% |
| 30D | -20.5% | -33.4% | +12.9% | -12.4% |
| 3M | -10.0% | -24.7% | +14.8% | -4.1% |
| 6M | -10.1% | -8.8% | -1.2% | -8.8% |
| YTD | +24.5% | +21.8% | +2.7% | +16.7% |
| 1Y | +31.2% | +25.3% | +5.9% | +21.9% |
| 3Y | +322.0% | +101.2% | +220.8% | +247.5% |
| 5Y | +245.3% | +40.2% | +205.0% | +210.1% |
| 10Y | +1,465.8% | +129.0% | +1,336.8% | +1,125.2% |
| All | +8,446.8% | +5,965.2% | +2,481.6% | +2,696.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling