-7.1%
TSM vs CDE
-24.0%
+16.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.6% | -1.2% |
| 7D | +6.2% | -9.6% | +15.8% | +8.0% |
| 30D | -7.3% | -6.7% | -0.6% | -6.3% |
| 3M | -7.1% | -24.2% | +17.1% | -3.7% |
| All | -7.1% | -24.0% | +16.9% | -3.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling