+3,104.9%
TSM vs USFR
+28.5%
+3,076.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -2.5% | +0.1% | -2.6% | -2.5% |
| 30D | -14.3% | +0.4% | -14.6% | -14.2% |
| 3M | -7.2% | +1.1% | -8.3% | -7.1% |
| 6M | -5.1% | +2.0% | -7.1% | -4.8% |
| YTD | +28.9% | +3.4% | +25.5% | +29.6% |
| 1Y | +37.1% | +4.1% | +33.0% | +37.9% |
| 3Y | +341.5% | +14.3% | +327.1% | +347.4% |
| 5Y | +245.7% | +21.3% | +224.4% | +252.4% |
| 10Y | +1,502.2% | +28.5% | +1,473.8% | +1,553.7% |
| All | +3,104.9% | +28.5% | +3,076.3% | +3,123.9% |
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