+236.4%
TSM vs C
+107.6%
+128.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.8% | +6.1% |
| 7D | -7.6% | -2.4% | -5.2% | -6.2% |
| 30D | -20.5% | -6.0% | -14.5% | -17.9% |
| 3M | -10.0% | -10.5% | +0.6% | -4.7% |
| 6M | -10.1% | -5.7% | -4.3% | -7.5% |
| YTD | +24.5% | +4.1% | +20.4% | +20.6% |
| 1Y | +31.2% | +20.5% | +10.7% | +17.4% |
| 3Y | +322.0% | +208.1% | +113.9% | +121.0% |
| All | +236.4% | +107.6% | +128.7% | +122.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling