+323.5%
TSM vs FIVE
+43.9%
+279.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -2.1% | +7.3% | -9.4% | -3.5% |
| 30D | -12.5% | +18.1% | -30.6% | -15.6% |
| 3M | -5.0% | +7.7% | -12.7% | -6.9% |
| 6M | -3.2% | +13.6% | -16.8% | -6.8% |
| YTD | +31.5% | +34.6% | -3.1% | +21.3% |
| 1Y | +35.7% | +66.2% | -30.5% | +19.1% |
| 3Y | +323.5% | +43.5% | +280.0% | +223.1% |
| All | +323.5% | +43.9% | +279.6% | +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