-10.0%
TSM vs CB
+15.2%
-25.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.7% | -10.1% | -11.5% |
| 7D | -18.2% | +2.6% | -20.8% | -15.9% |
| 30D | -26.8% | +11.2% | -38.0% | -17.8% |
| 3M | -14.5% | +5.7% | -20.2% | -8.8% |
| 6M | -10.0% | +15.9% | -25.9% | +11.9% |
| All | -10.0% | +15.2% | -25.2% | +11.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling