+1,414.4%
TSM vs FND
+70.0%
+1,344.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.5% | +5.6% | +3.0% |
| 7D | -2.1% | +6.8% | -8.9% | -3.9% |
| 30D | -12.5% | +13.1% | -25.6% | -15.7% |
| 3M | -5.0% | -13.1% | +8.1% | -2.2% |
| 6M | -3.2% | -0.6% | -2.6% | -5.0% |
| YTD | +31.5% | -15.5% | +47.0% | +33.9% |
| 1Y | +35.7% | -13.7% | +49.4% | +36.9% |
| 3Y | +323.5% | -35.0% | +358.5% | +342.2% |
| 5Y | +263.4% | -60.1% | +323.4% | +312.8% |
| All | +1,414.4% | +70.0% | +1,344.3% | +1,115.7% |
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