+89.3%
TSM vs CAI
-14.7%
+104.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.2% | -1.2% |
| 7D | +6.2% | -8.7% | +14.9% | +7.4% |
| 30D | -7.3% | -23.8% | +16.6% | -3.6% |
| 3M | -7.1% | +3.9% | -11.0% | -6.8% |
| 6M | +0.2% | +56.8% | -56.6% | -4.6% |
| YTD | +32.2% | -14.6% | +46.8% | +32.2% |
| 1Y | +42.8% | -5.2% | +48.0% | +41.5% |
| All | +89.3% | -14.7% | +104.0% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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