+236.4%
TSM vs TFC
-2.5%
+238.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.6% |
| 7D | -7.6% | +1.2% | -8.8% | -7.9% |
| 30D | -20.5% | +8.3% | -28.8% | -22.7% |
| 3M | -10.0% | -5.2% | -4.8% | -8.6% |
| 6M | -10.1% | -0.8% | -9.3% | -10.6% |
| YTD | +24.5% | +3.4% | +21.1% | +21.5% |
| 1Y | +31.2% | +17.0% | +14.2% | +22.3% |
| 3Y | +322.0% | +86.2% | +235.8% | +224.7% |
| All | +236.4% | -2.5% | +238.9% | +243.5% |
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