+245.7%
TSM vs CF
+112.3%
+133.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | -2.5% | -0.9% | -1.6% | -2.5% |
| 30D | -14.3% | +6.9% | -21.2% | -14.4% |
| 3M | -7.2% | +4.8% | -12.1% | -7.5% |
| 6M | -5.1% | +4.7% | -9.8% | -5.6% |
| YTD | +28.9% | +56.5% | -27.6% | +20.8% |
| 1Y | +37.1% | +48.4% | -11.3% | +29.2% |
| 3Y | +341.5% | +59.1% | +282.3% | +306.7% |
| 5Y | +245.7% | +109.5% | +136.2% | +217.9% |
| All | +245.7% | +112.3% | +133.4% | +217.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling