+1,815.4%
TSM vs FTV
+78.2%
+1,737.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.2% |
| 7D | +4.8% | -1.3% | +6.1% | +5.4% |
| 30D | +4.0% | -9.5% | +13.5% | +9.5% |
| 3M | +2.0% | -10.9% | +12.9% | +7.7% |
| 6M | +25.5% | -0.6% | +26.1% | +24.9% |
| YTD | +44.0% | +1.4% | +42.6% | +40.0% |
| 1Y | +75.4% | +17.6% | +57.8% | +56.6% |
| 3Y | +406.7% | -3.3% | +410.0% | +399.2% |
| 5Y | +285.0% | -0.1% | +285.1% | +266.2% |
| 10Y | +1,815.4% | +82.5% | +1,732.9% | +1,323.0% |
| All | +1,815.4% | +78.2% | +1,737.2% | +1,323.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling