+66.2%
TSM vs FND
-45.8%
+112.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.4% |
| 7D | +2.6% | -5.1% | +7.7% | +3.6% |
| 30D | +1.4% | -22.5% | +23.9% | +6.5% |
| 3M | +5.0% | -5.0% | +10.0% | +4.1% |
| 6M | +24.0% | -21.5% | +45.5% | +27.2% |
| YTD | +41.6% | -23.0% | +64.6% | +46.0% |
| 1Y | +66.2% | -44.9% | +111.1% | +81.3% |
| All | +66.2% | -45.8% | +112.0% | +81.3% |
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