+76.9%
TSM vs CAG
-15.2%
+92.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +1.9% |
| 7D | +6.0% | -5.3% | +11.3% | +4.2% |
| 30D | +4.5% | +1.0% | +3.5% | +4.9% |
| 3M | +3.1% | +17.4% | -14.3% | +9.3% |
| 6M | +30.2% | -16.8% | +47.0% | +30.4% |
| YTD | +45.2% | -6.8% | +52.0% | +49.8% |
| All | +76.9% | -15.2% | +92.1% | +80.6% |
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