+1,410.4%
TSM vs CF
+561.7%
+848.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.7% | +5.6% | +6.2% |
| 7D | -7.6% | -3.2% | -4.4% | -7.2% |
| 30D | -20.5% | +4.3% | -24.8% | -21.2% |
| 3M | -10.0% | +2.8% | -12.8% | -10.8% |
| 6M | -10.1% | +0.6% | -10.7% | -11.0% |
| YTD | +24.5% | +56.6% | -32.1% | +11.1% |
| 1Y | +31.2% | +49.6% | -18.4% | +17.9% |
| 3Y | +322.0% | +61.5% | +260.5% | +266.4% |
| 5Y | +245.3% | +124.0% | +121.3% | +167.0% |
| All | +1,410.4% | +561.7% | +848.7% | +895.7% |
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