+1,641.8%
TSM vs CB
+248.4%
+1,393.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +3.9% | +4.2% |
| 7D | +4.4% | -1.0% | +5.5% | +4.7% |
| 30D | -7.0% | +7.3% | -14.3% | -8.4% |
| 3M | -1.8% | +7.0% | -8.8% | -3.4% |
| 6M | +2.7% | +16.3% | -13.7% | -1.5% |
| YTD | +37.1% | +19.7% | +17.4% | +30.1% |
| 1Y | +43.5% | +27.8% | +15.7% | +33.6% |
| 3Y | +341.5% | +72.0% | +269.5% | +266.4% |
| 5Y | +278.9% | +104.9% | +174.0% | +191.5% |
| 10Y | +1,641.8% | +246.7% | +1,395.1% | +1,003.8% |
| All | +1,641.8% | +248.4% | +1,393.4% | +1,003.8% |
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