+224.7%
TSM vs FN
+148.3%
+76.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -14.2% | +3.5% | -5.9% |
| 7D | -18.2% | -16.0% | -2.3% | -13.5% |
| 30D | -26.8% | -40.1% | +13.3% | -13.5% |
| 3M | -14.5% | -43.9% | +29.4% | +1.6% |
| 6M | -10.0% | -55.6% | +45.6% | +13.6% |
| YTD | +17.1% | -35.7% | +52.8% | +25.9% |
| 1Y | +21.5% | -39.8% | +61.4% | +32.8% |
| 3Y | +300.4% | +80.3% | +220.1% | +176.3% |
| 5Y | +224.7% | +143.3% | +81.4% | +89.7% |
| All | +224.7% | +148.3% | +76.4% | +89.7% |
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