+36.0%
TSM vs CFG
+34.2%
+1.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.6% | -3.0% |
| 7D | -10.0% | +1.8% | -11.7% | -10.4% |
| 30D | -18.5% | +3.3% | -21.8% | -19.3% |
| 3M | -4.9% | -9.8% | +5.0% | -1.7% |
| 6M | -1.0% | +5.2% | -6.1% | -4.1% |
| YTD | +31.3% | +16.1% | +15.2% | +20.3% |
| 1Y | +36.0% | +33.7% | +2.3% | +18.8% |
| All | +36.0% | +34.2% | +1.8% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling