+5,568.0%
TSM vs FN
+2,575.5%
+2,992.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -14.2% | +3.5% | -7.2% |
| 7D | -18.2% | -16.0% | -2.3% | -14.7% |
| 30D | -26.8% | -40.1% | +13.3% | -17.2% |
| 3M | -14.5% | -43.9% | +29.4% | -2.7% |
| 6M | -10.0% | -55.6% | +45.6% | +7.1% |
| YTD | +17.1% | -35.7% | +52.8% | +25.1% |
| 1Y | +21.5% | -39.8% | +61.4% | +31.4% |
| 3Y | +300.4% | +80.3% | +220.1% | +223.6% |
| 5Y | +224.7% | +143.3% | +81.4% | +140.3% |
| 10Y | +1,372.7% | +682.3% | +690.4% | +766.4% |
| All | +5,568.0% | +2,575.5% | +2,992.5% | +2,766.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling