+1,423.0%
TSM vs FND
+57.9%
+1,365.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.1% |
| 7D | +6.2% | -6.8% | +13.0% | +8.1% |
| 30D | -7.3% | +8.0% | -15.3% | -9.6% |
| 3M | -7.1% | -18.9% | +11.8% | -2.6% |
| 6M | +0.2% | +4.7% | -4.5% | -3.0% |
| YTD | +32.2% | -21.6% | +53.8% | +37.2% |
| 1Y | +42.8% | -22.0% | +64.8% | +48.0% |
| 3Y | +330.4% | -40.4% | +370.8% | +359.9% |
| 5Y | +263.9% | -63.8% | +327.7% | +324.1% |
| All | +1,423.0% | +57.9% | +1,365.1% | +1,146.5% |
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