+3,427.7%
TSM vs USFR
+27.5%
+3,400.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.8% | +2.9% |
| 7D | +2.7% | +0.1% | +2.7% | +2.7% |
| 30D | +3.6% | +0.3% | +3.3% | +3.7% |
| 3M | -3.4% | +1.0% | -4.4% | -3.2% |
| 6M | +20.6% | +1.9% | +18.7% | +21.0% |
| YTD | +41.9% | +2.6% | +39.3% | +42.4% |
| 1Y | +84.4% | +4.0% | +80.4% | +85.3% |
| 3Y | +380.2% | +14.1% | +366.1% | +386.3% |
| 5Y | +275.3% | +20.4% | +254.9% | +282.1% |
| 10Y | +1,751.4% | +28.0% | +1,723.4% | +1,810.1% |
| All | +3,427.7% | +27.5% | +3,400.1% | +3,443.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling