+11,237.1%
TSM vs CB
+1,848.7%
+9,388.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.7% | -10.1% | -10.5% |
| 7D | -18.2% | +2.6% | -20.8% | -19.0% |
| 30D | -26.8% | +11.2% | -38.0% | -29.8% |
| 3M | -14.5% | +5.7% | -20.2% | -16.6% |
| 6M | -10.0% | +15.9% | -25.9% | -16.0% |
| YTD | +17.1% | +20.2% | -3.0% | +7.2% |
| 1Y | +21.5% | +32.4% | -10.9% | +7.1% |
| 3Y | +300.4% | +75.5% | +224.9% | +207.7% |
| 5Y | +224.7% | +105.5% | +119.2% | +130.6% |
| 10Y | +1,372.7% | +258.5% | +1,114.1% | +694.0% |
| All | +11,237.1% | +1,848.7% | +9,388.4% | +2,588.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling