+290.7%
TSM vs FTV
+4.3%
+286.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.1% | +2.8% |
| 7D | +6.0% | -0.4% | +6.4% | +6.2% |
| 30D | +4.5% | -8.3% | +12.8% | +9.5% |
| 3M | +3.1% | -7.4% | +10.5% | +6.9% |
| 6M | +30.2% | -1.2% | +31.4% | +29.7% |
| YTD | +45.2% | +2.7% | +42.5% | +39.5% |
| 1Y | +79.6% | +18.4% | +61.1% | +56.8% |
| 3Y | +411.0% | -2.0% | +413.0% | +395.6% |
| 5Y | +290.7% | +3.4% | +287.3% | +240.8% |
| All | +290.7% | +4.3% | +286.4% | +240.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling