+1,804.2%
TSM vs FTV
+126.9%
+1,677.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.5% |
| 7D | -2.1% | +1.4% | -3.4% | -2.6% |
| 30D | -12.5% | +18.3% | -30.8% | -19.8% |
| 3M | -5.0% | +9.8% | -14.8% | -9.7% |
| 6M | -3.2% | +12.3% | -15.5% | -9.5% |
| YTD | +31.5% | +23.1% | +8.4% | +15.6% |
| 1Y | +35.7% | +32.5% | +3.2% | +14.4% |
| 3Y | +323.5% | +38.3% | +285.2% | +246.5% |
| 5Y | +263.4% | +16.8% | +246.5% | +218.5% |
| 10Y | +1,598.5% | +106.6% | +1,492.0% | +1,046.4% |
| All | +1,804.2% | +126.9% | +1,677.3% | +1,163.7% |
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