+3,308.8%
TSM vs USFR
+28.6%
+3,280.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +4.4% | +0.1% | +4.4% | +4.5% |
| 30D | -7.0% | +0.4% | -7.4% | -6.9% |
| 3M | -1.8% | +1.1% | -2.9% | -1.6% |
| 6M | +2.7% | +2.1% | +0.6% | +3.1% |
| YTD | +37.1% | +3.4% | +33.6% | +37.8% |
| 1Y | +43.5% | +4.1% | +39.4% | +44.3% |
| 3Y | +341.5% | +14.4% | +327.1% | +347.5% |
| 5Y | +278.9% | +21.4% | +257.4% | +286.3% |
| 10Y | +1,641.8% | +28.5% | +1,613.3% | +1,697.9% |
| All | +3,308.8% | +28.6% | +3,280.2% | +3,329.4% |
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