+322.0%
TSM vs CB
+71.5%
+250.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.1% | +5.5% |
| 7D | -7.6% | +0.2% | -7.8% | -7.4% |
| 30D | -20.5% | +9.1% | -29.6% | -17.2% |
| 3M | -10.0% | +3.4% | -13.4% | -8.1% |
| 6M | -10.1% | +14.1% | -24.1% | -4.2% |
| YTD | +24.5% | +18.0% | +6.5% | +34.2% |
| 1Y | +31.2% | +30.1% | +1.0% | +44.9% |
| 3Y | +322.0% | +71.8% | +250.2% | +389.1% |
| All | +322.0% | +71.5% | +250.5% | +389.1% |
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