+2,499.8%
TSM vs CFG
+358.2%
+2,141.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.5% | +2.2% |
| 7D | -2.1% | +0.7% | -2.8% | -2.2% |
| 30D | -12.5% | +2.8% | -15.3% | -13.2% |
| 3M | -5.0% | -10.1% | +5.1% | -2.0% |
| 6M | -3.2% | +3.2% | -6.4% | -4.5% |
| YTD | +31.5% | +14.2% | +17.3% | +25.7% |
| 1Y | +35.7% | +27.4% | +8.3% | +25.5% |
| 3Y | +323.5% | +187.6% | +135.9% | +203.0% |
| 5Y | +263.4% | +65.7% | +197.7% | +198.6% |
| 10Y | +1,598.5% | +219.7% | +1,378.8% | +985.3% |
| All | +2,499.8% | +358.2% | +2,141.6% | +1,411.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling