+397.0%
TSM vs CG
+60.2%
+336.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.5% |
| 7D | +2.7% | -4.3% | +7.0% | +4.6% |
| 30D | +3.6% | -5.1% | +8.7% | +5.6% |
| 3M | -3.4% | +8.7% | -12.0% | -7.5% |
| 6M | +20.6% | -9.2% | +29.8% | +24.3% |
| YTD | +41.9% | -18.9% | +60.7% | +52.6% |
| 1Y | +84.4% | -25.6% | +110.0% | +105.3% |
| All | +397.0% | +60.2% | +336.8% | +292.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling