+1,815.4%
TSM vs CAG
-35.6%
+1,851.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | +4.8% | -6.6% | +11.4% | +4.7% |
| 30D | +4.0% | +2.3% | +1.7% | +4.0% |
| 3M | +2.0% | +16.3% | -14.3% | +1.9% |
| 6M | +25.5% | -16.0% | +41.5% | +26.5% |
| YTD | +44.0% | -7.7% | +51.7% | +44.6% |
| 1Y | +75.4% | -16.0% | +91.5% | +76.7% |
| 3Y | +406.7% | -37.7% | +444.5% | +413.7% |
| 5Y | +285.0% | -41.2% | +326.2% | +290.1% |
| 10Y | +1,815.4% | -33.8% | +1,849.2% | +1,754.2% |
| All | +1,815.4% | -35.6% | +1,851.0% | +1,754.2% |
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