+1,530.5%
TSM vs FND
+54.9%
+1,475.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.3% |
| 7D | +2.6% | -5.1% | +7.7% | +4.0% |
| 30D | +1.4% | -22.5% | +23.9% | +8.3% |
| 3M | +5.0% | -5.0% | +10.0% | +5.1% |
| 6M | +24.0% | -21.5% | +45.5% | +30.0% |
| YTD | +41.6% | -23.0% | +64.6% | +48.6% |
| 1Y | +66.2% | -44.9% | +111.1% | +89.8% |
| 3Y | +398.2% | -50.0% | +448.2% | +460.8% |
| 5Y | +277.6% | -63.3% | +340.9% | +340.6% |
| All | +1,530.5% | +54.9% | +1,475.5% | +1,249.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling