+11,237.1%
TSM vs C
-3.3%
+11,240.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -5.0% | -5.7% | -9.1% |
| 7D | -18.2% | -5.3% | -12.9% | -16.6% |
| 30D | -26.8% | -7.3% | -19.5% | -24.9% |
| 3M | -14.5% | -13.5% | -1.0% | -10.4% |
| 6M | -10.0% | -6.5% | -3.5% | -8.0% |
| YTD | +17.1% | +3.6% | +13.5% | +15.3% |
| 1Y | +21.5% | +18.9% | +2.6% | +14.3% |
| 3Y | +300.4% | +205.0% | +95.4% | +174.1% |
| 5Y | +224.7% | +109.4% | +115.3% | +149.5% |
| 10Y | +1,372.7% | +232.9% | +1,139.7% | +812.8% |
| All | +11,237.1% | -3.3% | +11,240.4% | +5,976.8% |
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