+1,815.4%
TSM vs CCI
+17.8%
+1,797.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | +4.8% | -0.3% | +5.0% | +4.8% |
| 30D | +4.0% | +2.1% | +1.9% | +3.6% |
| 3M | +2.0% | -17.8% | +19.8% | +5.5% |
| 6M | +25.5% | -14.2% | +39.7% | +28.1% |
| YTD | +44.0% | -13.3% | +57.4% | +46.3% |
| 1Y | +75.4% | -16.6% | +92.0% | +79.4% |
| 3Y | +406.7% | -10.8% | +417.6% | +387.2% |
| 5Y | +285.0% | -50.3% | +335.3% | +349.8% |
| 10Y | +1,815.4% | +22.5% | +1,792.9% | +1,531.5% |
| All | +1,815.4% | +17.8% | +1,797.6% | +1,531.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded CCI 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling