+278.9%
TSM vs FIVE
+19.0%
+259.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.3% | +4.5% |
| 7D | +4.4% | -0.5% | +5.0% | +4.7% |
| 30D | -7.0% | +17.4% | -24.4% | -10.7% |
| 3M | -1.8% | +7.0% | -8.8% | -3.9% |
| 6M | +2.7% | +20.5% | -17.8% | -3.3% |
| YTD | +37.1% | +33.1% | +4.0% | +25.3% |
| 1Y | +43.5% | +67.1% | -23.6% | +23.4% |
| 3Y | +341.5% | +41.9% | +299.6% | +268.5% |
| 5Y | +278.9% | +21.1% | +257.8% | +221.2% |
| All | +278.9% | +19.0% | +259.8% | +221.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling