+273.1%
TSM vs FN
+289.0%
-15.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.3% | +1.8% |
| 7D | +2.7% | -1.7% | +4.4% | +3.3% |
| 30D | +3.6% | -22.0% | +25.6% | +11.4% |
| 3M | -3.4% | -43.0% | +39.6% | +14.4% |
| 6M | +20.6% | -27.7% | +48.4% | +28.5% |
| YTD | +41.9% | -10.5% | +52.4% | +38.3% |
| 1Y | +84.4% | +12.5% | +71.9% | +63.8% |
| 3Y | +380.2% | +153.8% | +226.4% | +202.6% |
| All | +273.1% | +289.0% | -15.9% | +93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling