+1,011.9%
TSM vs CARR
+436.5%
+575.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.7% |
| 7D | +6.0% | +3.2% | +2.8% | +4.9% |
| 30D | +4.5% | -7.7% | +12.2% | +7.3% |
| 3M | +3.1% | -11.9% | +15.0% | +7.4% |
| 6M | +30.2% | +2.0% | +28.2% | +28.8% |
| YTD | +45.2% | +13.2% | +32.1% | +38.6% |
| 1Y | +79.6% | -8.5% | +88.1% | +83.2% |
| 3Y | +411.0% | +5.0% | +406.0% | +398.3% |
| 5Y | +290.7% | +12.0% | +278.7% | +260.6% |
| All | +1,011.9% | +436.5% | +575.4% | +891.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling