+1,779.8%
TSM vs FWONK
+340.2%
+1,439.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | +1.0% | -7.7% | +8.7% | +3.2% |
| 3M | +2.9% | +5.7% | -2.8% | +0.7% |
| 6M | +22.8% | +13.5% | +9.4% | +17.5% |
| YTD | +43.3% | -3.0% | +46.3% | +43.1% |
| 1Y | +69.2% | -6.4% | +75.6% | +70.6% |
| 3Y | +404.5% | +43.8% | +360.7% | +339.6% |
| 5Y | +282.2% | +98.6% | +183.6% | +200.0% |
| All | +1,779.8% | +340.2% | +1,439.6% | +1,139.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 10y: compounded portfolio wealth divided by compounded FWONK 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…
10y analysis · Full analysis span regression · 6 months rolling