-10.1%
TSM vs FIVE
+4.7%
-14.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.3% |
| 7D | -7.6% | -0.3% | -7.3% | -7.3% |
| 30D | -20.5% | +17.7% | -38.1% | -20.1% |
| 3M | -10.0% | +4.0% | -14.0% | -9.6% |
| 6M | -10.1% | +2.6% | -12.7% | -8.6% |
| All | -10.1% | +4.7% | -14.7% | -8.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling