+13,957.4%
TSM vs CDE
-85.5%
+14,042.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.1% | +2.6% |
| 7D | +6.0% | +2.3% | +3.8% | +5.8% |
| 30D | +4.5% | +18.8% | -14.3% | +2.9% |
| 3M | +3.1% | +23.5% | -20.4% | +1.0% |
| 6M | +30.2% | -8.6% | +38.9% | +30.4% |
| YTD | +45.2% | +16.0% | +29.2% | +42.1% |
| 1Y | +79.6% | +42.1% | +37.5% | +72.2% |
| 3Y | +411.0% | +835.9% | -424.9% | +315.1% |
| 5Y | +290.7% | +197.6% | +93.1% | +235.1% |
| 10Y | +1,753.6% | +39.6% | +1,714.0% | +1,459.5% |
| All | +13,957.4% | -85.5% | +14,042.9% | +14,808.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling