+260.5%
TSM vs CEG
+717.5%
-457.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.3% |
| 7D | +6.0% | +6.7% | -0.6% | +4.0% |
| 30D | +4.5% | +11.0% | -6.5% | +1.3% |
| 3M | +3.1% | +19.5% | -16.4% | -2.4% |
| 6M | +30.2% | -5.9% | +36.1% | +31.0% |
| YTD | +45.2% | -15.0% | +60.2% | +49.8% |
| 1Y | +79.6% | +0.6% | +78.9% | +75.6% |
| 3Y | +411.0% | +180.6% | +230.4% | +280.6% |
| All | +260.5% | +717.5% | -457.0% | +150.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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