+1,598.5%
TSM vs CAPR
-68.2%
+1,666.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -9.9% | +12.0% | +2.2% |
| 7D | -2.1% | +7.6% | -9.7% | -2.2% |
| 30D | -12.5% | +13.3% | -25.8% | -12.8% |
| 3M | -5.0% | +130.4% | -135.4% | -7.0% |
| 6M | -3.2% | -70.8% | +67.6% | -2.3% |
| YTD | +31.5% | -69.3% | +100.8% | +32.3% |
| 1Y | +35.7% | +59.5% | -23.8% | +25.9% |
| 3Y | +323.5% | +216.8% | +106.7% | +271.9% |
| 5Y | +263.4% | +152.7% | +110.7% | +215.7% |
| 10Y | +1,598.5% | -68.2% | +1,666.7% | +1,323.5% |
| All | +1,598.5% | -68.2% | +1,666.7% | +1,323.5% |
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