+6,421.0%
TSM vs CAPR
-99.1%
+6,520.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -20.7% |
| 3M | -10.0% | +115.3% | -125.3% | -11.4% |
| 6M | -10.1% | -73.8% | +63.8% | -9.3% |
| YTD | +24.5% | -68.8% | +93.3% | +25.1% |
| 1Y | +31.2% | +43.3% | -12.1% | +24.4% |
| 3Y | +322.0% | +214.7% | +107.3% | +287.2% |
| 5Y | +245.3% | +141.3% | +104.0% | +215.2% |
| 10Y | +1,465.8% | -67.0% | +1,532.9% | +1,289.1% |
| All | +6,421.0% | -99.1% | +6,520.1% | +5,345.0% |
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