+411.0%
TSM vs USFR
+14.0%
+396.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.7% |
| 7D | +6.0% | +0.1% | +6.0% | +6.5% |
| 30D | +4.5% | +0.3% | +4.2% | +7.2% |
| 3M | +3.1% | +1.0% | +2.1% | +11.2% |
| 6M | +30.2% | +1.9% | +28.3% | +47.9% |
| YTD | +45.2% | +2.7% | +42.6% | +70.2% |
| 1Y | +79.6% | +4.0% | +75.5% | +121.7% |
| 3Y | +411.0% | +14.0% | +396.9% | +580.5% |
| All | +411.0% | +14.0% | +396.9% | +580.5% |
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