+346.2%
TSM vs CB
+71.6%
+274.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +3.9% | +4.4% |
| 7D | +4.4% | -1.0% | +5.5% | +4.0% |
| 30D | -7.0% | +7.3% | -14.3% | -3.7% |
| 3M | -1.8% | +7.0% | -8.8% | +1.7% |
| 6M | +2.7% | +16.3% | -13.7% | +10.4% |
| YTD | +37.1% | +19.7% | +17.4% | +49.1% |
| 1Y | +43.5% | +27.8% | +15.7% | +58.8% |
| All | +346.2% | +71.6% | +274.6% | +451.9% |
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