+33.0%
TSM vs CG
-18.0%
+51.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.6% | -3.1% | +1.8% |
| 7D | -2.5% | +3.0% | -5.6% | -3.1% |
| 30D | -14.3% | +10.1% | -24.4% | -16.1% |
| 3M | -7.2% | -10.8% | +3.6% | -4.3% |
| 6M | -5.1% | -15.2% | +10.1% | -0.7% |
| YTD | +28.9% | -26.9% | +55.8% | +40.5% |
| All | +33.0% | -18.0% | +51.0% | +40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling