+36.0%
TSM vs FTI
+57.1%
-21.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.1% | -1.5% |
| 7D | -10.0% | -9.7% | -0.3% | -7.9% |
| 30D | -18.5% | -8.2% | -10.4% | -17.0% |
| 3M | -4.9% | -7.8% | +2.9% | -3.1% |
| 6M | -1.0% | -13.4% | +12.5% | +2.2% |
| YTD | +31.3% | +45.1% | -13.8% | +14.8% |
| 1Y | +36.0% | +54.6% | -18.6% | +15.9% |
| All | +36.0% | +57.1% | -21.1% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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