+84.4%
TSM vs CFG
+40.4%
+44.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +2.9% | +2.9% |
| 7D | +2.7% | +1.5% | +1.2% | +2.2% |
| 30D | +3.6% | -3.8% | +7.4% | +5.0% |
| 3M | -3.4% | +11.5% | -14.9% | -7.8% |
| 6M | +20.6% | +19.2% | +1.4% | +11.2% |
| YTD | +41.9% | +23.7% | +18.2% | +28.7% |
| 1Y | +84.4% | +38.8% | +45.5% | +61.6% |
| All | +84.4% | +40.4% | +44.0% | +61.6% |
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