+1,643.1%
TSM vs FTV
+109.2%
+1,533.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +6.2% | +3.9% | +2.3% | +4.1% |
| 30D | -7.3% | +18.7% | -25.9% | -15.2% |
| 3M | -7.1% | +10.0% | -17.1% | -11.8% |
| 6M | +0.2% | +14.6% | -14.3% | -7.3% |
| YTD | +32.2% | +23.4% | +8.8% | +15.9% |
| 1Y | +42.8% | +31.3% | +11.5% | +20.6% |
| 3Y | +330.4% | +39.8% | +290.6% | +248.7% |
| 5Y | +263.9% | +17.7% | +246.2% | +217.0% |
| All | +1,643.1% | +109.2% | +1,533.9% | +999.8% |
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