+249.2%
TSM vs FGI
-70.0%
+319.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.2% | +2.0% |
| 7D | -2.1% | -4.1% | +2.0% | -2.0% |
| 30D | -12.5% | -3.4% | -9.2% | -12.5% |
| 3M | -5.0% | +61.8% | -66.8% | -6.8% |
| 6M | -3.2% | +17.0% | -20.2% | -4.7% |
| YTD | +31.5% | +31.4% | +0.1% | +27.4% |
| 1Y | +35.7% | +42.7% | -7.0% | +30.7% |
| 3Y | +323.5% | -0.1% | +323.6% | +303.2% |
| All | +249.2% | -70.0% | +319.3% | +244.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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