+36.0%
TSM vs CF
+35.9%
+0.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.2% | -3.4% |
| 7D | -10.0% | -6.9% | -3.1% | -11.5% |
| 30D | -18.5% | -3.7% | -14.8% | -19.2% |
| 3M | -4.9% | -5.0% | +0.1% | -5.6% |
| 6M | -1.0% | -10.5% | +9.5% | -2.7% |
| YTD | +31.3% | +46.5% | -15.3% | +33.3% |
| 1Y | +36.0% | +34.8% | +1.2% | +38.8% |
| All | +36.0% | +35.9% | +0.1% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling