+7,562.8%
TSM vs FTI
+1,715.2%
+5,847.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.3% |
| 7D | -2.5% | -4.3% | +1.8% | -1.1% |
| 30D | -14.3% | -8.0% | -6.2% | -12.2% |
| 3M | -7.2% | -8.0% | +0.8% | -5.2% |
| 6M | -5.1% | -8.7% | +3.5% | -3.3% |
| YTD | +28.9% | +43.9% | -15.0% | +15.2% |
| 1Y | +37.1% | +49.8% | -12.7% | +21.0% |
| 3Y | +341.5% | +211.7% | +129.8% | +210.3% |
| 5Y | +245.7% | +781.6% | -535.9% | +70.0% |
| 10Y | +1,502.2% | +180.2% | +1,322.1% | +832.1% |
| All | +7,562.8% | +1,715.2% | +5,847.6% | +1,238.8% |
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