+273.1%
TSM vs TFC
+16.2%
+256.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.8% |
| 7D | +2.7% | +2.4% | +0.3% | +1.9% |
| 30D | +3.6% | -1.3% | +4.9% | +4.0% |
| 3M | -3.4% | +6.1% | -9.4% | -5.9% |
| 6M | +20.6% | +7.3% | +13.3% | +16.9% |
| YTD | +41.9% | +8.2% | +33.7% | +36.7% |
| 1Y | +84.4% | +14.4% | +69.9% | +73.7% |
| 3Y | +380.2% | +93.7% | +286.5% | +265.8% |
| All | +273.1% | +16.2% | +256.9% | +251.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling