+57.5%
TSM vs FIG
-77.9%
+135.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.0% | +4.3% | +6.3% |
| 7D | -7.6% | -13.1% | +5.6% | -7.2% |
| 30D | -20.5% | -13.0% | -7.5% | -20.2% |
| 3M | -10.0% | -21.5% | +11.5% | -9.6% |
| 6M | -10.1% | -2.5% | -7.6% | -10.7% |
| YTD | +24.5% | -49.7% | +74.2% | +29.0% |
| 1Y | +31.2% | -59.1% | +90.3% | +37.5% |
| All | +57.5% | -77.9% | +135.4% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling