+236.4%
TSM vs CAPR
+142.6%
+93.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.7% | +1.7% | +6.3% |
| 7D | -7.6% | +41.1% | -48.6% | -8.0% |
| 30D | -20.5% | +11.1% | -31.6% | -20.6% |
| 3M | -10.0% | +115.3% | -125.3% | -11.2% |
| 6M | -10.1% | -73.8% | +63.8% | -9.2% |
| YTD | +24.5% | -68.8% | +93.3% | +25.2% |
| 1Y | +31.2% | +43.3% | -12.1% | +24.9% |
| 3Y | +322.0% | +214.7% | +107.3% | +254.4% |
| All | +236.4% | +142.6% | +93.8% | +156.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling