+8,334.6%
TSM vs FTI
+2,165.1%
+6,169.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +2.9% |
| 7D | +2.7% | +5.3% | -2.5% | +1.2% |
| 30D | +3.6% | +15.3% | -11.7% | -0.6% |
| 3M | -3.4% | +15.8% | -19.1% | -7.7% |
| 6M | +20.6% | +22.6% | -2.0% | +13.0% |
| YTD | +41.9% | +79.5% | -37.7% | +19.2% |
| 1Y | +84.4% | +102.0% | -17.7% | +49.2% |
| 3Y | +380.2% | +315.8% | +64.4% | +210.2% |
| 5Y | +275.3% | +1,129.5% | -854.2% | +66.8% |
| 10Y | +1,751.4% | +320.9% | +1,430.4% | +846.8% |
| All | +8,334.6% | +2,165.1% | +6,169.5% | +1,285.3% |
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 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