+13,957.4%
TSM vs CAKE
+2,498.9%
+11,458.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | +6.0% | -1.1% | +7.1% | +6.4% |
| 30D | +4.5% | +0.4% | +4.1% | +4.1% |
| 3M | +3.1% | +59.9% | -56.8% | -11.0% |
| 6M | +30.2% | +75.1% | -44.9% | +9.1% |
| YTD | +45.2% | +115.0% | -69.8% | +14.3% |
| 1Y | +79.6% | +81.6% | -2.1% | +47.6% |
| 3Y | +411.0% | +279.1% | +131.9% | +230.7% |
| 5Y | +290.7% | +170.6% | +120.1% | +167.6% |
| 10Y | +1,753.6% | +160.3% | +1,593.3% | +967.8% |
| All | +13,957.4% | +2,498.9% | +11,458.5% | +3,073.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling