+1,672.6%
TSM vs C
+216.7%
+1,456.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +14.8% | +4.7% | +10.1% | +12.7% |
| 30D | -8.9% | +0.2% | -9.1% | -8.8% |
| 3M | -5.3% | -9.3% | +4.1% | -1.4% |
| 6M | +2.6% | -0.8% | +3.4% | +2.9% |
| YTD | +34.5% | +8.5% | +26.0% | +29.3% |
| 1Y | +41.0% | +23.1% | +17.9% | +28.7% |
| 3Y | +333.1% | +220.8% | +112.3% | +165.9% |
| 5Y | +270.1% | +112.4% | +157.7% | +161.8% |
| All | +1,672.6% | +216.7% | +1,456.0% | +1,021.1% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 10y: compounded portfolio wealth divided by compounded C 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…
10y analysis · Full analysis span regression · 6 months rolling