+42.8%
TSM vs USFR
+4.1%
+38.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.2% |
| 7D | +6.2% | +0.1% | +6.1% | +7.8% |
| 30D | -7.3% | +0.4% | -7.6% | +1.7% |
| 3M | -7.1% | +1.1% | -8.2% | +25.4% |
| 6M | +0.2% | +2.0% | -1.8% | +91.8% |
| YTD | +32.2% | +3.5% | +28.8% | +237.8% |
| 1Y | +42.8% | +4.1% | +38.7% | +260.4% |
| All | +42.8% | +4.1% | +38.7% | +260.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling