+263.4%
TSM vs CB
+103.6%
+159.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.5% | +2.2% |
| 7D | -2.1% | +0.7% | -2.8% | -2.0% |
| 30D | -12.5% | +8.2% | -20.7% | -11.9% |
| 3M | -5.0% | +6.3% | -11.3% | -4.4% |
| 6M | -3.2% | +16.2% | -19.4% | -2.5% |
| YTD | +31.5% | +19.3% | +12.2% | +32.2% |
| 1Y | +35.7% | +29.2% | +6.5% | +35.6% |
| 3Y | +323.5% | +71.4% | +252.0% | +293.8% |
| 5Y | +263.4% | +104.2% | +159.1% | +215.4% |
| All | +263.4% | +103.6% | +159.7% | +215.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling