+84.4%
TSM vs FND
-36.4%
+120.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.1% | +2.5% |
| 7D | +2.7% | -5.2% | +8.0% | +3.8% |
| 30D | +3.6% | -19.9% | +23.5% | +8.1% |
| 3M | -3.4% | +2.7% | -6.1% | -5.6% |
| 6M | +20.6% | -21.7% | +42.3% | +24.1% |
| YTD | +41.9% | -17.5% | +59.4% | +44.5% |
| 1Y | +84.4% | -39.3% | +123.7% | +100.3% |
| All | +84.4% | -36.4% | +120.7% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling