+11,954.4%
TSM vs TFC
+391.6%
+11,562.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.7% |
| 7D | -7.6% | +1.2% | -8.8% | -8.0% |
| 30D | -20.5% | +8.3% | -28.8% | -23.1% |
| 3M | -10.0% | -5.2% | -4.8% | -8.4% |
| 6M | -10.1% | -0.8% | -9.3% | -10.7% |
| YTD | +24.5% | +3.4% | +21.1% | +21.2% |
| 1Y | +31.2% | +17.0% | +14.2% | +21.5% |
| 3Y | +322.0% | +86.2% | +235.8% | +217.1% |
| 5Y | +245.3% | -2.3% | +247.5% | +224.6% |
| 10Y | +1,465.8% | +93.9% | +1,371.9% | +894.4% |
| All | +11,954.4% | +391.6% | +11,562.8% | +3,820.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling