+1,641.8%
TSM vs CFG
+224.4%
+1,417.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +4.0% |
| 7D | +4.4% | -0.8% | +5.2% | +4.8% |
| 30D | -7.0% | +3.1% | -10.1% | -7.8% |
| 3M | -1.8% | -9.7% | +7.9% | +1.2% |
| 6M | +2.7% | +6.7% | -4.0% | +0.3% |
| YTD | +37.1% | +15.2% | +21.9% | +30.6% |
| 1Y | +43.5% | +28.8% | +14.7% | +32.1% |
| 3Y | +341.5% | +190.1% | +151.4% | +213.6% |
| 5Y | +278.9% | +63.4% | +215.5% | +211.6% |
| 10Y | +1,641.8% | +219.8% | +1,422.0% | +1,223.7% |
| All | +1,641.8% | +224.4% | +1,417.4% | +1,223.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling