+7,329.8%
TSM vs CAPR
-99.1%
+7,428.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +2.8% |
| 7D | +2.7% | -2.0% | +4.7% | +2.8% |
| 30D | +3.6% | +139.2% | -135.6% | +2.0% |
| 3M | -3.4% | -66.4% | +63.0% | -2.8% |
| 6M | +20.6% | -63.1% | +83.8% | +21.1% |
| YTD | +41.9% | -67.4% | +109.3% | +42.6% |
| 1Y | +84.4% | +58.2% | +26.1% | +74.5% |
| 3Y | +380.2% | +42.2% | +338.0% | +346.3% |
| 5Y | +275.3% | +87.3% | +188.1% | +244.2% |
| 10Y | +1,751.4% | -75.3% | +1,826.7% | +1,547.0% |
| All | +7,329.8% | -99.1% | +7,428.8% | +6,107.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling