+245.7%
TSM vs FTI
+771.0%
-525.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.3% |
| 7D | -2.5% | -4.3% | +1.8% | -1.3% |
| 30D | -14.3% | -8.0% | -6.2% | -12.5% |
| 3M | -7.2% | -8.0% | +0.8% | -5.5% |
| 6M | -5.1% | -8.7% | +3.5% | -3.6% |
| YTD | +28.9% | +43.9% | -15.0% | +17.1% |
| 1Y | +37.1% | +49.8% | -12.7% | +23.2% |
| 3Y | +341.5% | +211.7% | +129.8% | +233.3% |
| 5Y | +245.7% | +781.6% | -535.9% | +101.2% |
| All | +245.7% | +771.0% | -525.3% | +101.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling