+277.6%
TSM vs FTI
+1,109.5%
-831.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.0% |
| 7D | +2.6% | -5.6% | +8.3% | +4.0% |
| 30D | +1.4% | +0.4% | +1.0% | +1.3% |
| 3M | +5.0% | +8.1% | -3.2% | +2.7% |
| 6M | +24.0% | +16.7% | +7.3% | +18.7% |
| YTD | +41.6% | +70.0% | -28.4% | +24.2% |
| 1Y | +66.2% | +85.4% | -19.3% | +42.4% |
| 3Y | +398.2% | +265.9% | +132.3% | +265.6% |
| 5Y | +277.6% | +1,072.7% | -795.1% | +112.9% |
| All | +277.6% | +1,109.5% | -831.9% | +112.9% |
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