+20.6%
TSM vs CAG
-15.5%
+36.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.7% | +2.5% |
| 7D | +2.7% | -3.8% | +6.5% | +1.2% |
| 30D | +3.6% | +3.1% | +0.5% | +5.0% |
| 3M | -3.4% | +23.5% | -26.8% | +5.3% |
| 6M | +20.6% | -14.8% | +35.5% | +35.5% |
| All | +20.6% | -15.5% | +36.1% | +35.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling