+13,634.3%
TSM vs CAG
+74.5%
+13,559.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.7% | +3.0% |
| 7D | +2.7% | -3.8% | +6.5% | +3.4% |
| 30D | +3.6% | +3.1% | +0.5% | +2.9% |
| 3M | -3.4% | +23.5% | -26.8% | -7.9% |
| 6M | +20.6% | -14.8% | +35.5% | +23.5% |
| YTD | +41.9% | -5.4% | +47.3% | +41.8% |
| 1Y | +84.4% | -11.8% | +96.2% | +86.4% |
| 3Y | +380.2% | -36.7% | +416.9% | +410.1% |
| 5Y | +275.3% | -40.3% | +315.6% | +298.6% |
| 10Y | +1,751.4% | -37.0% | +1,788.4% | +1,732.2% |
| All | +13,634.3% | +74.5% | +13,559.8% | +8,584.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling