-10.0%
TSM vs FGI
+1.9%
-11.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | 0.0% | -10.7% | -10.8% |
| 7D | -18.2% | -11.6% | -6.6% | -18.2% |
| 30D | -26.8% | -3.3% | -23.5% | -26.8% |
| 3M | -14.5% | +65.6% | -80.1% | -15.0% |
| 6M | -10.0% | -2.8% | -7.2% | -11.4% |
| All | -10.0% | +1.9% | -11.9% | -11.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling