+1,757.1%
TSM vs CAH
+297.3%
+1,459.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.4% |
| 7D | +2.6% | -5.1% | +7.7% | +3.6% |
| 30D | +1.4% | -1.8% | +3.2% | +1.7% |
| 3M | +5.0% | +9.4% | -4.4% | +3.0% |
| 6M | +24.0% | +9.2% | +14.7% | +21.4% |
| YTD | +41.6% | +15.7% | +25.9% | +37.0% |
| 1Y | +66.2% | +59.7% | +6.4% | +50.4% |
| 3Y | +398.2% | +178.5% | +219.8% | +296.8% |
| 5Y | +277.6% | +398.3% | -120.7% | +159.1% |
| All | +1,757.1% | +297.3% | +1,459.9% | +1,163.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CAH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling