+9,832.6%
TSM vs CF
+5,948.3%
+3,884.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.2% | +6.1% | +3.6% |
| 7D | +2.7% | +6.0% | -3.3% | +1.3% |
| 30D | +3.6% | +14.8% | -11.2% | +0.1% |
| 3M | -3.4% | +14.1% | -17.4% | -6.9% |
| 6M | +20.6% | +28.5% | -7.9% | +10.2% |
| YTD | +41.9% | +74.9% | -33.1% | +19.6% |
| 1Y | +84.4% | +61.7% | +22.7% | +57.9% |
| 3Y | +380.2% | +80.3% | +299.9% | +290.9% |
| 5Y | +275.3% | +226.0% | +49.4% | +147.9% |
| 10Y | +1,751.4% | +569.9% | +1,181.5% | +816.0% |
| All | +9,832.6% | +5,948.3% | +3,884.3% | +1,862.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling