+83.7%
TSM vs FIG
-73.2%
+156.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.7% | +8.0% | +2.4% |
| 7D | +6.0% | -16.4% | +22.4% | +6.2% |
| 30D | +4.5% | -2.3% | +6.8% | +4.6% |
| 3M | +3.1% | +7.8% | -4.7% | +2.8% |
| 6M | +30.2% | -21.8% | +52.1% | +32.3% |
| YTD | +45.2% | -39.1% | +84.3% | +49.9% |
| 1Y | +79.6% | -56.6% | +136.2% | +91.7% |
| All | +83.7% | -73.2% | +156.9% | +90.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling