+322.0%
TSM vs FIVE
+34.8%
+287.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.4% |
| 7D | -7.6% | -0.3% | -7.3% | -7.5% |
| 30D | -20.5% | +17.7% | -38.1% | -23.3% |
| 3M | -10.0% | +4.0% | -14.0% | -11.1% |
| 6M | -10.1% | +2.6% | -12.7% | -11.4% |
| YTD | +24.5% | +27.6% | -3.1% | +16.2% |
| 1Y | +31.2% | +59.9% | -28.8% | +16.0% |
| 3Y | +322.0% | +35.8% | +286.2% | +223.1% |
| All | +322.0% | +34.8% | +287.1% | +223.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling