+296.9%
TSM vs CF
+56.6%
+240.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +6.2% | -16.9% | -10.3% |
| 7D | -18.2% | +0.4% | -18.6% | -18.0% |
| 30D | -26.8% | +2.2% | -29.0% | -26.5% |
| 3M | -14.5% | +2.1% | -16.6% | -14.2% |
| 6M | -10.0% | -6.5% | -3.5% | -9.8% |
| YTD | +17.1% | +55.6% | -38.4% | +10.1% |
| 1Y | +21.5% | +42.3% | -20.8% | +15.7% |
| All | +296.9% | +56.6% | +240.2% | +256.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling