+373.1%
TSM vs CB
+74.5%
+298.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.9% | +4.8% | +2.1% |
| 7D | +2.7% | +0.5% | +2.2% | +3.0% |
| 30D | +3.6% | -3.1% | +6.7% | +2.4% |
| 3M | -3.4% | +9.0% | -12.3% | 0.0% |
| 6M | +20.6% | +2.9% | +17.8% | +23.1% |
| YTD | +41.9% | +10.1% | +31.8% | +47.7% |
| 1Y | +84.4% | +22.8% | +61.6% | +97.1% |
| All | +373.1% | +74.5% | +298.6% | +432.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling