+20.6%
TSM vs FIG
-21.1%
+41.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.4% | +7.2% | +2.6% |
| 7D | +2.7% | -16.3% | +19.0% | +1.7% |
| 30D | +3.6% | -14.3% | +17.9% | +2.9% |
| 3M | -3.4% | +7.2% | -10.5% | -1.4% |
| 6M | +20.6% | -18.6% | +39.2% | +29.4% |
| All | +20.6% | -21.1% | +41.7% | +29.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling