+7,895.5%
TSM vs FTI
+1,741.8%
+6,153.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | +14.8% | +5.4% | +9.4% | +13.2% |
| 30D | -8.9% | -8.2% | -0.7% | -6.6% |
| 3M | -5.3% | -13.7% | +8.4% | -1.3% |
| 6M | +2.6% | -11.2% | +13.8% | +5.4% |
| YTD | +34.5% | +46.0% | -11.5% | +19.7% |
| 1Y | +41.0% | +51.8% | -10.8% | +24.0% |
| 3Y | +333.1% | +206.7% | +126.4% | +205.7% |
| 5Y | +270.1% | +862.0% | -591.9% | +77.6% |
| 10Y | +1,608.7% | +182.3% | +1,426.4% | +893.4% |
| All | +7,895.5% | +1,741.8% | +6,153.6% | +1,291.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling