+1,709.2%
TSM vs CB
+219.1%
+1,490.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.9% | +4.8% | +3.3% |
| 7D | +2.7% | +0.5% | +2.2% | +2.6% |
| 30D | +3.6% | -3.1% | +6.7% | +4.2% |
| 3M | -3.4% | +9.0% | -12.3% | -6.0% |
| 6M | +20.6% | +2.9% | +17.8% | +18.9% |
| YTD | +41.9% | +10.1% | +31.8% | +37.1% |
| 1Y | +84.4% | +22.8% | +61.6% | +72.5% |
| 3Y | +380.2% | +73.8% | +306.4% | +291.8% |
| 5Y | +275.3% | +99.2% | +176.2% | +187.5% |
| All | +1,709.2% | +219.1% | +1,490.0% | +1,025.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling