+13,634.3%
TSM vs CB
+1,685.8%
+11,948.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.9% | +4.8% | +3.6% |
| 7D | +2.7% | +0.5% | +2.2% | +2.5% |
| 30D | +3.6% | -3.1% | +6.7% | +4.7% |
| 3M | -3.4% | +9.0% | -12.3% | -7.4% |
| 6M | +20.6% | +2.9% | +17.8% | +17.7% |
| YTD | +41.9% | +10.1% | +31.8% | +34.6% |
| 1Y | +84.4% | +22.8% | +61.6% | +67.1% |
| 3Y | +380.2% | +73.8% | +306.4% | +270.0% |
| 5Y | +275.3% | +99.2% | +176.2% | +169.6% |
| 10Y | +1,751.4% | +218.2% | +1,533.2% | +947.2% |
| All | +13,634.3% | +1,685.8% | +11,948.6% | +3,274.9% |
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