+290.7%
TSM vs FND
-61.9%
+352.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.6% | +7.0% | +3.6% |
| 7D | +6.0% | +0.4% | +5.7% | +5.8% |
| 30D | +4.5% | -23.6% | +28.1% | +12.3% |
| 3M | +3.1% | +4.3% | -1.2% | +0.2% |
| 6M | +30.2% | -20.3% | +50.5% | +36.1% |
| YTD | +45.2% | -21.3% | +66.5% | +51.6% |
| 1Y | +79.6% | -45.4% | +124.9% | +107.4% |
| 3Y | +411.0% | -48.9% | +459.9% | +470.6% |
| 5Y | +290.7% | -61.0% | +351.7% | +346.6% |
| All | +290.7% | -61.9% | +352.6% | +346.6% |
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