+1,410.4%
TSM vs CB
+248.0%
+1,162.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.1% | +6.7% |
| 7D | -7.6% | +0.2% | -7.8% | -7.6% |
| 30D | -20.5% | +9.1% | -29.6% | -22.0% |
| 3M | -10.0% | +3.4% | -13.4% | -10.8% |
| 6M | -10.1% | +14.1% | -24.1% | -13.4% |
| YTD | +24.5% | +18.0% | +6.5% | +18.5% |
| 1Y | +31.2% | +30.1% | +1.0% | +21.5% |
| 3Y | +322.0% | +71.8% | +250.2% | +249.8% |
| 5Y | +245.3% | +101.8% | +143.4% | +166.5% |
| All | +1,410.4% | +248.0% | +1,162.4% | +887.5% |
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