+1,478.8%
TSM vs FND
+68.8%
+1,410.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.4% |
| 7D | +4.4% | -4.4% | +8.8% | +5.7% |
| 30D | -7.0% | +14.5% | -21.5% | -10.7% |
| 3M | -1.8% | -15.6% | +13.8% | +1.9% |
| 6M | +2.7% | +4.7% | -2.0% | -0.6% |
| YTD | +37.1% | -16.1% | +53.2% | +39.8% |
| 1Y | +43.5% | -16.0% | +59.5% | +45.9% |
| 3Y | +341.5% | -35.5% | +377.0% | +361.9% |
| 5Y | +278.9% | -60.5% | +339.4% | +331.6% |
| All | +1,478.8% | +68.8% | +1,410.0% | +1,169.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling