+66.2%
TSM vs FTV
+15.4%
+50.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.2% |
| 7D | +2.6% | -5.2% | +7.8% | +3.7% |
| 30D | +1.4% | -11.5% | +12.9% | +3.8% |
| 3M | +5.0% | -9.0% | +14.0% | +7.0% |
| 6M | +24.0% | -2.0% | +26.0% | +24.3% |
| YTD | +41.6% | -0.9% | +42.5% | +41.8% |
| 1Y | +66.2% | +14.8% | +51.4% | +56.6% |
| All | +66.2% | +15.4% | +50.8% | +56.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling