+245.7%
TSM vs CAG
-38.8%
+284.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.6% |
| 7D | -2.5% | +4.6% | -7.1% | -1.4% |
| 30D | -14.3% | +14.7% | -28.9% | -11.4% |
| 3M | -7.2% | +2.4% | -9.6% | -6.0% |
| 6M | -5.1% | +10.7% | -15.8% | -1.8% |
| YTD | +28.9% | -5.5% | +34.4% | +31.2% |
| 1Y | +37.1% | -4.6% | +41.7% | +39.8% |
| 3Y | +341.5% | -34.4% | +375.9% | +328.2% |
| 5Y | +245.7% | -39.2% | +284.9% | +244.6% |
| All | +245.7% | -38.8% | +284.5% | +244.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling