+4,461.1%
TSM vs FIVE
+862.5%
+3,598.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.3% | +4.5% |
| 7D | +4.4% | -0.5% | +5.0% | +4.6% |
| 30D | -7.0% | +17.4% | -24.4% | -10.4% |
| 3M | -1.8% | +7.0% | -8.8% | -3.7% |
| 6M | +2.7% | +20.5% | -17.8% | -2.7% |
| YTD | +37.1% | +33.1% | +4.0% | +26.6% |
| 1Y | +43.5% | +67.1% | -23.6% | +25.7% |
| 3Y | +341.5% | +41.9% | +299.6% | +277.9% |
| 5Y | +278.9% | +21.1% | +257.8% | +225.9% |
| 10Y | +1,641.8% | +518.8% | +1,123.0% | +1,014.4% |
| All | +4,461.1% | +862.5% | +3,598.5% | +2,709.3% |
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