+1,598.5%
TSM vs CG
+308.6%
+1,289.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.5% | +2.6% |
| 7D | -2.1% | +2.0% | -4.0% | -2.8% |
| 30D | -12.5% | +8.5% | -21.1% | -15.5% |
| 3M | -5.0% | -12.1% | +7.1% | -0.7% |
| 6M | -3.2% | -16.4% | +13.2% | +2.8% |
| YTD | +31.5% | -28.0% | +59.5% | +46.7% |
| 1Y | +35.7% | -18.9% | +54.6% | +44.0% |
| 3Y | +323.5% | +51.2% | +272.2% | +240.1% |
| 5Y | +263.4% | -15.9% | +279.2% | +250.3% |
| 10Y | +1,598.5% | +305.9% | +1,292.6% | +945.0% |
| All | +1,598.5% | +308.6% | +1,289.9% | +945.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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