+33.0%
TSM vs TFC
+16.9%
+16.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +3.3% |
| 7D | -2.5% | +0.3% | -2.8% | -2.5% |
| 30D | -14.3% | +9.2% | -23.4% | -14.8% |
| 3M | -7.2% | -2.9% | -4.3% | -6.7% |
| 6M | -5.1% | +3.5% | -8.6% | -6.4% |
| YTD | +28.9% | +5.4% | +23.5% | +21.6% |
| All | +33.0% | +16.9% | +16.1% | +22.1% |
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