+341.5%
TSM vs USFR
+14.3%
+327.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -2.5% | +0.1% | -2.6% | -1.8% |
| 30D | -14.3% | +0.4% | -14.6% | -10.5% |
| 3M | -7.2% | +1.1% | -8.3% | +5.7% |
| 6M | -5.1% | +2.0% | -7.1% | +21.4% |
| YTD | +28.9% | +3.4% | +25.5% | +85.5% |
| 1Y | +37.1% | +4.1% | +33.0% | +106.6% |
| 3Y | +341.5% | +14.3% | +327.1% | +862.5% |
| All | +341.5% | +14.3% | +327.2% | +862.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling