+265.7%
TSM vs CDE
+95.5%
+170.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.6% | -1.3% |
| 7D | +6.2% | -9.6% | +15.8% | +7.8% |
| 30D | -7.3% | -6.7% | -0.6% | -6.4% |
| 3M | -7.1% | -24.2% | +17.1% | -3.5% |
| 6M | +0.2% | -29.1% | +29.3% | +4.4% |
| YTD | +32.2% | -21.5% | +53.7% | +34.1% |
| 1Y | +42.8% | -7.4% | +50.2% | +41.1% |
| 3Y | +330.4% | +596.3% | -265.9% | +217.8% |
| All | +265.7% | +95.5% | +170.2% | +203.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling