+1,815.4%
TSM vs USFR
+28.0%
+1,787.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +4.8% | +0.1% | +4.7% | +4.8% |
| 30D | +4.0% | +0.3% | +3.8% | +4.0% |
| 3M | +2.0% | +1.0% | +1.0% | +1.9% |
| 6M | +25.5% | +1.9% | +23.6% | +25.2% |
| YTD | +44.0% | +2.7% | +41.3% | +43.3% |
| 1Y | +75.4% | +4.0% | +71.4% | +73.8% |
| 3Y | +406.7% | +14.0% | +392.7% | +378.2% |
| 5Y | +285.0% | +20.4% | +264.6% | +254.0% |
| 10Y | +1,815.4% | +28.0% | +1,787.4% | +1,645.4% |
| All | +1,815.4% | +28.0% | +1,787.4% | +1,645.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling