+36.0%
TSM vs FIG
-52.3%
+88.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.2% | -7.5% | -2.1% |
| 7D | -10.0% | -4.7% | -5.3% | -10.0% |
| 30D | -18.5% | +0.5% | -19.1% | -18.5% |
| 3M | -4.9% | -18.4% | +13.5% | -5.0% |
| 6M | -1.0% | +10.9% | -11.8% | -1.3% |
| YTD | +31.3% | -40.8% | +72.0% | +43.3% |
| 1Y | +36.0% | -51.7% | +87.7% | +56.0% |
| All | +36.0% | -52.3% | +88.3% | +56.0% |
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