+399.2%
TSM vs FTI
+292.5%
+106.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +2.9% |
| 7D | +2.7% | +5.3% | -2.5% | +1.1% |
| 30D | +3.6% | +15.3% | -11.7% | -1.0% |
| 3M | -3.4% | +15.8% | -19.1% | -8.1% |
| 6M | +20.6% | +22.6% | -2.0% | +11.8% |
| YTD | +41.9% | +79.5% | -37.7% | +15.9% |
| 1Y | +84.4% | +102.0% | -17.7% | +44.1% |
| All | +399.2% | +292.5% | +106.7% | +224.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling