+92.5%
TSM vs CAI
-11.3%
+103.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.6% |
| 7D | +14.8% | -8.0% | +22.8% | +16.0% |
| 30D | -8.9% | -18.9% | +10.0% | -6.0% |
| 3M | -5.3% | +7.6% | -12.9% | -5.3% |
| 6M | +2.6% | +43.0% | -40.4% | -1.5% |
| YTD | +34.5% | -11.2% | +45.7% | +33.8% |
| 1Y | +41.0% | -3.3% | +44.3% | +39.2% |
| All | +92.5% | -11.3% | +103.8% | +88.6% |
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