+1,598.5%
TSM vs CAG
-38.9%
+1,637.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.0% |
| 7D | -2.1% | +6.6% | -8.7% | -1.8% |
| 30D | -12.5% | +13.9% | -26.4% | -12.2% |
| 3M | -5.0% | +4.0% | -9.0% | -4.7% |
| 6M | -3.2% | +10.0% | -13.2% | -2.8% |
| YTD | +31.5% | -6.1% | +37.6% | +32.4% |
| 1Y | +35.7% | -4.3% | +40.0% | +36.5% |
| 3Y | +323.5% | -34.6% | +358.0% | +328.0% |
| 5Y | +263.4% | -39.4% | +302.8% | +267.7% |
| 10Y | +1,598.5% | -34.2% | +1,632.7% | +1,530.3% |
| All | +1,598.5% | -38.9% | +1,637.4% | +1,530.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling