-10.1%
TSM vs C
-7.8%
-2.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.8% | +6.0% |
| 7D | -7.6% | -2.4% | -5.2% | -5.8% |
| 30D | -20.5% | -6.0% | -14.5% | -17.6% |
| 3M | -10.0% | -10.5% | +0.6% | -4.4% |
| 6M | -10.1% | -5.7% | -4.3% | -9.7% |
| All | -10.1% | -7.8% | -2.3% | -9.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling