+209.2%
TSM vs CEG
+583.3%
-374.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.3% | +2.0% | +5.0% |
| 7D | -7.6% | -4.7% | -2.8% | -6.1% |
| 30D | -20.5% | -16.6% | -3.9% | -16.1% |
| 3M | -10.0% | -4.1% | -5.9% | -9.3% |
| 6M | -10.1% | -22.3% | +12.3% | -4.0% |
| YTD | +24.5% | -28.9% | +53.4% | +35.0% |
| 1Y | +31.2% | -28.5% | +59.6% | +41.7% |
| 3Y | +322.0% | +104.3% | +217.7% | +240.6% |
| All | +209.2% | +583.3% | -374.1% | +125.8% |
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