+341.5%
TSM vs CG
+52.0%
+289.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.6% | -3.1% | +0.8% |
| 7D | -2.5% | +3.0% | -5.6% | -3.6% |
| 30D | -14.3% | +10.1% | -24.4% | -17.7% |
| 3M | -7.2% | -10.8% | +3.6% | -3.2% |
| 6M | -5.1% | -15.2% | +10.1% | +0.7% |
| YTD | +28.9% | -26.9% | +55.8% | +44.6% |
| 1Y | +37.1% | -17.0% | +54.1% | +44.5% |
| 3Y | +341.5% | +54.6% | +286.8% | +247.7% |
| All | +341.5% | +52.0% | +289.5% | +247.7% |
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