+1,410.4%
TSM vs FN
+753.0%
+657.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +11.7% | -5.3% | +2.4% |
| 7D | -7.6% | 0.0% | -7.5% | -7.9% |
| 30D | -20.5% | -34.3% | +13.8% | -9.4% |
| 3M | -10.0% | -39.9% | +29.9% | +4.0% |
| 6M | -10.1% | -51.8% | +41.8% | +9.6% |
| YTD | +24.5% | -28.1% | +52.7% | +29.2% |
| 1Y | +31.2% | -29.1% | +60.3% | +35.8% |
| 3Y | +322.0% | +102.4% | +219.5% | +189.6% |
| 5Y | +245.3% | +171.7% | +73.6% | +105.9% |
| All | +1,410.4% | +753.0% | +657.4% | +550.4% |
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