+11,954.4%
TSM vs C
-2.8%
+11,957.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.8% | +6.2% |
| 7D | -7.6% | -2.4% | -5.2% | -6.7% |
| 30D | -20.5% | -6.0% | -14.5% | -18.8% |
| 3M | -10.0% | -10.5% | +0.6% | -6.7% |
| 6M | -10.1% | -5.7% | -4.3% | -8.3% |
| YTD | +24.5% | +4.1% | +20.4% | +22.4% |
| 1Y | +31.2% | +20.5% | +10.7% | +22.9% |
| 3Y | +322.0% | +208.1% | +113.9% | +187.9% |
| 5Y | +245.3% | +110.4% | +134.8% | +164.8% |
| 10Y | +1,465.8% | +234.6% | +1,231.2% | +869.0% |
| All | +11,954.4% | -2.8% | +11,957.2% | +6,351.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling