+290.7%
TSM vs USFR
+20.5%
+270.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.4% |
| 7D | +6.0% | +0.1% | +6.0% | +6.1% |
| 30D | +4.5% | +0.3% | +4.2% | +5.1% |
| 3M | +3.1% | +1.0% | +2.1% | +4.6% |
| 6M | +30.2% | +1.9% | +28.3% | +32.4% |
| YTD | +45.2% | +2.7% | +42.6% | +47.2% |
| 1Y | +79.6% | +4.0% | +75.5% | +80.4% |
| 3Y | +411.0% | +14.0% | +396.9% | +314.4% |
| 5Y | +290.7% | +20.4% | +270.3% | +168.7% |
| All | +290.7% | +20.5% | +270.3% | +168.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling