+1,643.1%
TSM vs FTI
+189.4%
+1,453.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.7% | -2.1% |
| 7D | +6.2% | +4.3% | +1.9% | +5.3% |
| 30D | -7.3% | -4.7% | -2.6% | -6.3% |
| 3M | -7.1% | -13.5% | +6.4% | -4.3% |
| 6M | +0.2% | -8.7% | +8.9% | +1.7% |
| YTD | +32.2% | +49.0% | -16.8% | +20.9% |
| 1Y | +42.8% | +54.0% | -11.2% | +29.6% |
| 3Y | +330.4% | +211.6% | +118.8% | +234.6% |
| 5Y | +263.9% | +881.9% | -617.9% | +119.0% |
| All | +1,643.1% | +189.4% | +1,453.7% | +1,049.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling