+1,954.4%
TSM vs FTV
+90.8%
+1,863.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.8% | +3.4% |
| 7D | +2.7% | -4.5% | +7.2% | +5.1% |
| 30D | +3.6% | -7.1% | +10.7% | +7.5% |
| 3M | -3.4% | -7.2% | +3.8% | -0.1% |
| 6M | +20.6% | -1.5% | +22.1% | +20.6% |
| YTD | +41.9% | +3.5% | +38.4% | +36.6% |
| 1Y | +84.4% | +20.3% | +64.0% | +62.9% |
| 3Y | +380.2% | -3.1% | +383.3% | +372.7% |
| 5Y | +275.3% | +2.3% | +273.0% | +252.8% |
| 10Y | +1,751.4% | +76.3% | +1,675.1% | +1,262.3% |
| All | +1,954.4% | +90.8% | +1,863.7% | +1,392.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling