+79.6%
TSM vs TFC
+13.2%
+66.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +2.6% |
| 7D | +6.0% | +2.2% | +3.8% | +5.7% |
| 30D | +4.5% | -2.5% | +7.0% | +4.8% |
| 3M | +3.1% | +4.5% | -1.4% | +1.4% |
| 6M | +30.2% | +11.0% | +19.2% | +24.4% |
| YTD | +45.2% | +5.9% | +39.3% | +39.1% |
| 1Y | +79.6% | +14.6% | +65.0% | +66.8% |
| All | +79.6% | +13.2% | +66.3% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling