+84.4%
TSM vs CAG
-13.1%
+97.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.7% | +2.6% |
| 7D | +2.7% | -3.8% | +6.5% | +1.5% |
| 30D | +3.6% | +3.1% | +0.5% | +4.7% |
| 3M | -3.4% | +23.5% | -26.8% | +3.4% |
| 6M | +20.6% | -14.8% | +35.5% | +22.1% |
| YTD | +41.9% | -5.4% | +47.3% | +47.1% |
| 1Y | +84.4% | -11.8% | +96.2% | +89.8% |
| All | +84.4% | -13.1% | +97.5% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling