+273.1%
TSM vs FIVE
+31.2%
+241.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.1% | -2.2% | +1.6% |
| 7D | +2.7% | +4.3% | -1.5% | +1.6% |
| 30D | +3.6% | +12.5% | -8.9% | +0.2% |
| 3M | -3.4% | +31.2% | -34.6% | -10.3% |
| 6M | +20.6% | +14.4% | +6.2% | +15.0% |
| YTD | +41.9% | +33.9% | +8.0% | +29.7% |
| 1Y | +84.4% | +65.1% | +19.3% | +59.2% |
| 3Y | +380.2% | +49.0% | +331.3% | +295.5% |
| All | +273.1% | +31.2% | +241.9% | +205.9% |
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