+270.1%
TSM vs CFG
+61.9%
+208.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.6% |
| 7D | +14.8% | +1.6% | +13.2% | +14.2% |
| 30D | -8.9% | +3.3% | -12.2% | -9.9% |
| 3M | -5.3% | -11.5% | +6.3% | -1.1% |
| 6M | +2.6% | +6.2% | -3.6% | -0.2% |
| YTD | +34.5% | +14.3% | +20.2% | +27.1% |
| 1Y | +41.0% | +26.7% | +14.3% | +28.2% |
| 3Y | +333.1% | +187.8% | +145.4% | +185.3% |
| 5Y | +270.1% | +61.3% | +208.8% | +208.0% |
| All | +270.1% | +61.9% | +208.2% | +208.0% |
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