+280.2%
TSM vs FWONK
+97.7%
+182.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.4% |
| 6M | +22.8% | +13.5% | +9.4% | +16.8% |
| YTD | +43.3% | -3.0% | +46.3% | +43.2% |
| 1Y | +69.2% | -6.4% | +75.6% | +71.0% |
| 3Y | +404.5% | +43.8% | +360.7% | +324.7% |
| All | +280.2% | +97.7% | +182.5% | +158.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling