+75.4%
TSM vs FTI
+97.6%
-22.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +3.0% |
| 3M | +2.0% | +13.8% | -11.9% | -1.1% |
| 6M | +25.5% | +22.9% | +2.6% | +17.0% |
| YTD | +44.0% | +75.0% | -31.0% | +25.0% |
| 1Y | +75.4% | +96.9% | -21.5% | +50.0% |
| All | +75.4% | +97.6% | -22.2% | +50.0% |
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