+373.1%
TSM vs FIVE
+50.0%
+323.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.1% | -2.2% | +1.7% |
| 7D | +2.7% | +4.3% | -1.5% | +1.8% |
| 30D | +3.6% | +12.5% | -8.9% | +0.6% |
| 3M | -3.4% | +31.2% | -34.6% | -9.6% |
| 6M | +20.6% | +14.4% | +6.2% | +15.7% |
| YTD | +41.9% | +33.9% | +8.0% | +31.0% |
| 1Y | +84.4% | +65.1% | +19.3% | +61.7% |
| All | +373.1% | +50.0% | +323.0% | +254.0% |
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 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