+1,789.0%
TSM vs CAH
+304.0%
+1,485.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +4.8% | -2.2% | +7.0% | +5.2% |
| 30D | +4.0% | +1.2% | +2.8% | +3.7% |
| 3M | +2.0% | +13.1% | -11.1% | -0.6% |
| 6M | +25.5% | +8.5% | +17.0% | +23.1% |
| YTD | +44.0% | +17.6% | +26.4% | +38.9% |
| 1Y | +75.4% | +60.7% | +14.8% | +58.6% |
| 3Y | +406.7% | +183.2% | +223.6% | +302.4% |
| 5Y | +285.0% | +402.2% | -117.2% | +164.0% |
| All | +1,789.0% | +304.0% | +1,485.0% | +1,181.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling