+341.5%
TSM vs FTV
+37.0%
+304.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +2.2% |
| 7D | -2.5% | +0.4% | -2.9% | -2.5% |
| 30D | -14.3% | +17.2% | -31.5% | -20.4% |
| 3M | -7.2% | +8.9% | -16.1% | -10.9% |
| 6M | -5.1% | +11.3% | -16.4% | -10.2% |
| YTD | +28.9% | +21.9% | +7.0% | +14.5% |
| 1Y | +37.1% | +31.6% | +5.5% | +15.6% |
| 3Y | +341.5% | +38.1% | +303.4% | +257.5% |
| All | +341.5% | +37.0% | +304.4% | +257.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling