+228.3%
TSM vs CEG
+666.0%
-437.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | +6.2% | +12.1% | -5.9% | +2.4% |
| 30D | -7.3% | +0.2% | -7.5% | -7.5% |
| 3M | -7.1% | +0.7% | -7.8% | -7.9% |
| 6M | +0.2% | +2.2% | -2.0% | -1.5% |
| YTD | +32.2% | -20.3% | +52.6% | +38.3% |
| 1Y | +42.8% | -16.1% | +58.9% | +46.8% |
| 3Y | +330.4% | +134.7% | +195.7% | +233.4% |
| All | +228.3% | +666.0% | -437.7% | +131.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling