+245.7%
TSM vs FND
-60.4%
+306.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.1% | -0.5% | +2.4% |
| 7D | -2.5% | +8.5% | -11.0% | -4.8% |
| 30D | -14.3% | +17.2% | -31.5% | -18.2% |
| 3M | -7.2% | -14.9% | +7.7% | -3.7% |
| 6M | -5.1% | +3.1% | -8.2% | -7.8% |
| YTD | +28.9% | -12.4% | +41.3% | +30.1% |
| 1Y | +37.1% | -10.0% | +47.1% | +36.8% |
| 3Y | +341.5% | -31.3% | +372.8% | +349.3% |
| 5Y | +245.7% | -60.3% | +306.0% | +305.6% |
| All | +245.7% | -60.4% | +306.1% | +305.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling