+1,641.8%
TSM vs CAG
-35.6%
+1,677.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.4% | +6.6% | +4.2% |
| 7D | +4.4% | -1.8% | +6.2% | +4.4% |
| 30D | -7.0% | +9.7% | -16.6% | -6.7% |
| 3M | -1.8% | +0.5% | -2.3% | -1.6% |
| 6M | +2.7% | +8.9% | -6.2% | +3.1% |
| YTD | +37.1% | -8.4% | +45.4% | +37.9% |
| 1Y | +43.5% | -8.3% | +51.8% | +44.3% |
| 3Y | +341.5% | -36.1% | +377.6% | +345.7% |
| 5Y | +278.9% | -40.1% | +319.0% | +282.5% |
| 10Y | +1,641.8% | -36.9% | +1,678.7% | +1,588.3% |
| All | +1,641.8% | -35.6% | +1,677.4% | +1,588.3% |
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