+12,702.2%
TSM vs CAH
+1,829.8%
+10,872.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.7% | -2.0% |
| 7D | +6.2% | +3.5% | +2.8% | +5.1% |
| 30D | -7.3% | +13.5% | -20.7% | -10.9% |
| 3M | -7.1% | +21.8% | -29.0% | -12.9% |
| 6M | +0.2% | +51.5% | -51.3% | -12.4% |
| YTD | +32.2% | +38.1% | -5.8% | +18.3% |
| 1Y | +42.8% | +37.7% | +5.1% | +27.8% |
| 3Y | +330.4% | +179.6% | +150.8% | +201.5% |
| 5Y | +263.9% | +504.9% | -241.0% | +94.7% |
| 10Y | +1,580.2% | +418.6% | +1,161.6% | +773.1% |
| All | +12,702.2% | +1,829.8% | +10,872.3% | +2,949.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling