+42.8%
TSM vs FND
-24.7%
+67.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.3% |
| 7D | +6.2% | -6.8% | +13.0% | +7.5% |
| 30D | -7.3% | +8.0% | -15.3% | -8.6% |
| 3M | -7.1% | -18.9% | +11.8% | -3.4% |
| 6M | +0.2% | +4.7% | -4.5% | -3.4% |
| YTD | +32.2% | -21.6% | +53.8% | +36.3% |
| 1Y | +42.8% | -22.0% | +64.8% | +47.2% |
| All | +42.8% | -24.7% | +67.5% | +47.2% |
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