+36.0%
TSM vs FIVE
+63.3%
-27.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.7% | -8.9% | -3.1% |
| 7D | -10.0% | +7.5% | -17.4% | -10.8% |
| 30D | -18.5% | +16.7% | -35.2% | -20.3% |
| 3M | -4.9% | +13.4% | -18.2% | -7.1% |
| 6M | -1.0% | +9.0% | -10.0% | -1.9% |
| YTD | +31.3% | +33.8% | -2.5% | +20.4% |
| 1Y | +36.0% | +61.2% | -25.2% | +19.0% |
| All | +36.0% | +63.3% | -27.2% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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