+1,779.8%
TSM vs CDE
+61.6%
+1,718.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.1% |
| 7D | +1.0% | -3.1% | +4.1% | +1.4% |
| 30D | +1.0% | +9.5% | -8.5% | -0.4% |
| 3M | +2.9% | +25.5% | -22.6% | -0.7% |
| 6M | +22.8% | -7.9% | +30.7% | +22.7% |
| YTD | +43.3% | +15.6% | +27.7% | +38.4% |
| 1Y | +69.2% | +34.0% | +35.1% | +59.4% |
| 3Y | +404.5% | +791.9% | -387.4% | +270.3% |
| 5Y | +282.2% | +197.7% | +84.5% | +202.0% |
| All | +1,779.8% | +61.6% | +1,718.2% | +1,345.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 10y: compounded portfolio wealth divided by compounded CDE 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…
10y analysis · Full analysis span regression · 6 months rolling