+1,643.1%
TSM vs FN
+700.1%
+942.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.3% | +5.6% | +0.8% |
| 7D | +6.2% | +0.3% | +5.9% | +5.8% |
| 30D | -7.3% | -16.5% | +9.3% | -2.6% |
| 3M | -7.1% | -42.1% | +35.0% | +8.5% |
| 6M | +0.2% | -52.9% | +53.1% | +23.1% |
| YTD | +32.2% | -28.0% | +60.2% | +36.7% |
| 1Y | +42.8% | -18.5% | +61.3% | +40.8% |
| 3Y | +330.4% | +93.9% | +236.5% | +198.7% |
| 5Y | +263.9% | +170.5% | +93.4% | +116.5% |
| All | +1,643.1% | +700.1% | +942.9% | +669.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling