+277.6%
TSM vs CAKE
+152.3%
+125.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.1% |
| 7D | +2.6% | -5.6% | +8.3% | +4.1% |
| 30D | +1.4% | -10.5% | +11.9% | +4.0% |
| 3M | +5.0% | +43.6% | -38.7% | -5.8% |
| 6M | +24.0% | +63.0% | -39.1% | +6.8% |
| YTD | +41.6% | +102.9% | -61.3% | +14.4% |
| 1Y | +66.2% | +75.6% | -9.5% | +39.3% |
| 3Y | +398.2% | +257.7% | +140.5% | +230.0% |
| 5Y | +277.6% | +156.0% | +121.6% | +152.9% |
| All | +277.6% | +152.3% | +125.3% | +152.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 5y: compounded portfolio wealth divided by compounded CAKE 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…
5y analysis · Full analysis span regression · 6 months rolling