+236.4%
TSM vs CFG
+61.2%
+175.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.3% | +6.7% |
| 7D | -7.6% | -0.9% | -6.7% | -7.2% |
| 30D | -20.5% | +1.1% | -21.6% | -20.8% |
| 3M | -10.0% | -12.0% | +2.0% | -5.9% |
| 6M | -10.1% | -2.2% | -7.8% | -9.8% |
| YTD | +24.5% | +11.4% | +13.1% | +18.7% |
| 1Y | +31.2% | +27.8% | +3.3% | +18.9% |
| 3Y | +322.0% | +173.3% | +148.7% | +183.4% |
| All | +236.4% | +61.2% | +175.2% | +179.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling