+373.1%
TSM vs CF
+73.9%
+299.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.2% | +6.1% | +2.7% |
| 7D | +2.7% | +6.0% | -3.3% | +3.0% |
| 30D | +3.6% | +14.8% | -11.2% | +4.1% |
| 3M | -3.4% | +14.1% | -17.4% | -2.8% |
| 6M | +20.6% | +28.5% | -7.9% | +18.5% |
| YTD | +41.9% | +74.9% | -33.1% | +33.5% |
| 1Y | +84.4% | +61.7% | +22.7% | +75.2% |
| All | +373.1% | +73.9% | +299.1% | +331.8% |
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 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