+13,171.6%
TSM vs CAH
+1,804.8%
+11,366.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.0% | +4.2% |
| 7D | +4.4% | +5.9% | -1.5% | +2.6% |
| 30D | -7.0% | +16.5% | -23.5% | -11.3% |
| 3M | -1.8% | +15.7% | -17.5% | -6.4% |
| 6M | +2.7% | +52.7% | -50.0% | -10.4% |
| YTD | +37.1% | +36.3% | +0.8% | +23.1% |
| 1Y | +43.5% | +36.7% | +6.7% | +28.7% |
| 3Y | +341.5% | +178.2% | +163.4% | +209.7% |
| 5Y | +278.9% | +515.8% | -236.9% | +101.4% |
| 10Y | +1,641.8% | +411.8% | +1,230.0% | +808.7% |
| All | +13,171.6% | +1,804.8% | +11,366.8% | +3,073.7% |
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