+1,502.2%
TSM vs FIVE
+596.6%
+905.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.6% | -2.1% | +2.1% |
| 7D | -2.5% | +6.2% | -8.7% | -4.0% |
| 30D | -14.3% | +18.2% | -32.4% | -17.9% |
| 3M | -7.2% | +3.8% | -11.1% | -8.6% |
| 6M | -5.1% | +13.7% | -18.9% | -9.5% |
| YTD | +28.9% | +34.7% | -5.8% | +17.2% |
| 1Y | +37.1% | +66.6% | -29.6% | +17.7% |
| 3Y | +341.5% | +44.3% | +297.2% | +267.8% |
| 5Y | +245.7% | +18.8% | +226.9% | +192.6% |
| 10Y | +1,502.2% | +569.2% | +933.1% | +940.1% |
| All | +1,502.2% | +596.6% | +905.7% | +940.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling