+398.4%
TSM vs CDE
+797.0%
-398.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.5% | -1.1% |
| 7D | +2.6% | -6.1% | +8.7% | +3.8% |
| 30D | +1.4% | +9.5% | -8.1% | -0.5% |
| 3M | +5.0% | +32.0% | -27.0% | -1.0% |
| 6M | +24.0% | -12.8% | +36.7% | +24.4% |
| YTD | +41.6% | +14.2% | +27.4% | +35.0% |
| 1Y | +66.2% | +36.3% | +29.9% | +52.7% |
| All | +398.4% | +797.0% | -398.6% | +263.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling