+33.0%
TSM vs CFG
+29.0%
+4.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.9% | +0.6% | +2.5% |
| 7D | -2.5% | +0.3% | -2.8% | -2.5% |
| 30D | -14.3% | +3.2% | -17.5% | -15.0% |
| 3M | -7.2% | -9.7% | +2.5% | -4.1% |
| 6M | -5.1% | +3.6% | -8.8% | -7.6% |
| YTD | +28.9% | +14.7% | +14.2% | +18.9% |
| All | +33.0% | +29.0% | +4.0% | +18.7% |
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 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