+276.8%
TSM vs FGI
-70.4%
+347.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.5% | -4.7% | +2.7% |
| 7D | +2.7% | +0.5% | +2.2% | +2.7% |
| 30D | +3.6% | +65.4% | -61.8% | +1.7% |
| 3M | -3.4% | +23.5% | -26.9% | -4.8% |
| 6M | +20.6% | +60.5% | -39.9% | +16.3% |
| YTD | +41.9% | +30.0% | +11.9% | +37.6% |
| 1Y | +84.4% | +82.1% | +2.3% | +74.2% |
| 3Y | +380.2% | -4.4% | +384.6% | +358.2% |
| All | +276.8% | -70.4% | +347.1% | +272.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling