+1,815.4%
TSM vs FTI
+297.7%
+1,517.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +4.8% | -2.3% | +7.1% | +5.3% |
| 30D | +4.0% | +5.0% | -1.0% | +2.9% |
| 3M | +2.0% | +13.8% | -11.9% | -1.1% |
| 6M | +25.5% | +22.9% | +2.6% | +19.5% |
| YTD | +44.0% | +75.0% | -31.0% | +27.5% |
| 1Y | +75.4% | +96.9% | -21.5% | +51.2% |
| 3Y | +406.7% | +276.7% | +130.0% | +278.9% |
| 5Y | +285.0% | +1,157.0% | -872.0% | +120.2% |
| 10Y | +1,815.4% | +310.7% | +1,504.7% | +1,053.6% |
| All | +1,815.4% | +297.7% | +1,517.7% | +1,053.6% |
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