+1,598.5%
TSM vs CF
+494.2%
+1,104.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +1.6% |
| 7D | -2.1% | +4.8% | -6.8% | -2.8% |
| 30D | -12.5% | +9.7% | -22.2% | -13.9% |
| 3M | -5.0% | +1.2% | -6.2% | -5.6% |
| 6M | -3.2% | +7.4% | -10.6% | -5.3% |
| YTD | +31.5% | +60.5% | -29.0% | +16.6% |
| 1Y | +35.7% | +50.7% | -15.0% | +21.7% |
| 3Y | +323.5% | +64.8% | +258.7% | +265.7% |
| 5Y | +263.4% | +115.8% | +147.6% | +182.5% |
| 10Y | +1,598.5% | +481.0% | +1,117.5% | +943.5% |
| All | +1,598.5% | +494.2% | +1,104.3% | +943.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling