+36.0%
TSM vs FN
-25.7%
+61.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.0% | +3.7% | -0.5% |
| 7D | -10.0% | -7.0% | -3.0% | -8.3% |
| 30D | -18.5% | -24.7% | +6.2% | -12.2% |
| 3M | -4.9% | -35.7% | +30.8% | +6.1% |
| 6M | -1.0% | -52.4% | +51.4% | +18.9% |
| YTD | +31.3% | -25.0% | +56.2% | +34.0% |
| 1Y | +36.0% | -25.7% | +61.7% | +38.8% |
| All | +36.0% | -25.7% | +61.7% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling