+4,274.9%
TSM vs FIVE
+873.2%
+3,401.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -2.1% | +7.3% | -9.4% | -3.6% |
| 30D | -12.5% | +18.1% | -30.6% | -15.8% |
| 3M | -5.0% | +7.7% | -12.7% | -7.0% |
| 6M | -3.2% | +13.6% | -16.8% | -7.0% |
| YTD | +31.5% | +34.6% | -3.1% | +21.2% |
| 1Y | +35.7% | +66.2% | -30.5% | +19.0% |
| 3Y | +323.5% | +43.5% | +280.0% | +261.6% |
| 5Y | +263.4% | +20.7% | +242.7% | +212.8% |
| 10Y | +1,598.5% | +541.5% | +1,057.0% | +981.1% |
| All | +4,274.9% | +873.2% | +3,401.7% | +2,588.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling