+66.4%
TSM vs FIG
-78.1%
+144.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.0% | +6.0% | +2.1% |
| 7D | -2.1% | -11.4% | +9.4% | -1.7% |
| 30D | -12.5% | -17.2% | +4.7% | -12.2% |
| 3M | -5.0% | -26.6% | +21.6% | -4.5% |
| 6M | -3.2% | -9.8% | +6.6% | -3.5% |
| YTD | +31.5% | -50.1% | +81.6% | +36.3% |
| 1Y | +35.7% | -58.1% | +93.8% | +42.0% |
| All | +66.4% | -78.1% | +144.4% | +73.2% |
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