+84.4%
TSM vs FIG
-56.9%
+141.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.4% | +7.2% | +3.0% |
| 7D | +2.7% | -16.3% | +19.0% | +3.2% |
| 30D | +3.6% | -14.3% | +17.9% | +4.0% |
| 3M | -3.4% | +7.2% | -10.5% | -3.6% |
| 6M | +20.6% | -18.6% | +39.2% | +24.9% |
| YTD | +41.9% | -35.5% | +77.3% | +54.6% |
| 1Y | +84.4% | -55.8% | +140.2% | +125.8% |
| All | +84.4% | -56.9% | +141.2% | +125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 1y: compounded portfolio wealth divided by compounded FIG 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…
1y analysis · Full analysis span regression · 6 months rolling