+2,555.8%
TSM vs FWONK
+281.7%
+2,274.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.8% | -1.3% |
| 7D | +4.8% | -0.6% | +5.4% | +4.9% |
| 30D | +4.0% | -5.8% | +9.8% | +5.6% |
| 3M | +2.0% | +10.0% | -8.1% | -1.1% |
| 6M | +25.5% | +14.7% | +10.8% | +20.1% |
| YTD | +44.0% | -1.7% | +45.7% | +43.4% |
| 1Y | +75.4% | -4.6% | +80.0% | +75.7% |
| 3Y | +406.7% | +46.7% | +360.1% | +344.7% |
| 5Y | +285.0% | +99.4% | +185.6% | +208.9% |
| 10Y | +1,815.4% | +345.6% | +1,469.8% | +1,137.7% |
| All | +2,555.8% | +281.7% | +2,274.1% | +1,577.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling