+1,753.6%
TSM vs CAPR
-77.1%
+1,830.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.6% | +6.0% | +2.4% |
| 7D | +6.0% | -9.5% | +15.5% | +6.2% |
| 30D | +4.5% | +121.5% | -117.0% | +2.5% |
| 3M | +3.1% | -65.4% | +68.5% | +3.9% |
| 6M | +30.2% | -67.5% | +97.7% | +31.3% |
| YTD | +45.2% | -68.6% | +113.8% | +46.3% |
| 1Y | +79.6% | +42.7% | +36.9% | +67.1% |
| 3Y | +411.0% | +43.4% | +367.6% | +358.2% |
| 5Y | +290.7% | +86.0% | +204.7% | +242.1% |
| 10Y | +1,753.6% | -77.4% | +1,831.0% | +1,542.6% |
| All | +1,753.6% | -77.1% | +1,830.7% | +1,542.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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