+277.6%
TSM vs CARR
+6.4%
+271.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -0.5% |
| 7D | +2.6% | -4.1% | +6.8% | +4.8% |
| 30D | +1.4% | -11.0% | +12.4% | +7.5% |
| 3M | +5.0% | -16.4% | +21.3% | +14.4% |
| 6M | +24.0% | -2.4% | +26.3% | +23.8% |
| YTD | +41.6% | +8.4% | +33.2% | +33.5% |
| 1Y | +66.2% | -8.0% | +74.1% | +70.0% |
| 3Y | +398.2% | +0.6% | +397.6% | +374.8% |
| 5Y | +277.6% | +7.7% | +269.9% | +226.3% |
| All | +277.6% | +6.4% | +271.2% | +226.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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