+398.4%
TSM vs FWONK
+44.4%
+354.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.4% |
| 7D | +2.6% | -1.5% | +4.2% | +2.9% |
| 30D | +1.4% | -6.8% | +8.2% | +2.6% |
| 3M | +5.0% | +7.7% | -2.7% | +2.7% |
| 6M | +24.0% | +11.0% | +13.0% | +20.2% |
| YTD | +41.6% | -3.1% | +44.7% | +41.7% |
| 1Y | +66.2% | -3.5% | +69.6% | +66.5% |
| All | +398.4% | +44.4% | +354.1% | +350.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling