-1.8%
TSM vs CBRS
-56.3%
+54.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CBRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +7.9% | -3.7% | +2.1% |
| 7D | +4.4% | +10.0% | -5.6% | +1.6% |
| 30D | -7.0% | -31.1% | +24.1% | -1.7% |
| 3M | -1.8% | -56.9% | +55.1% | +10.3% |
| All | -1.8% | -56.3% | +54.5% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRS.
Daily Out/Under-Performance
Portfolio return minus CBRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRS 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 3mo: compounded portfolio wealth divided by compounded CBRS 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…
3mo analysis · Full analysis span regression · Available span rolling