+330.4%
TSM vs CG
+46.4%
+284.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.1% |
| 7D | +6.2% | +0.2% | +6.0% | +6.0% |
| 30D | -7.3% | +11.2% | -18.5% | -11.5% |
| 3M | -7.1% | -22.1% | +15.0% | +2.5% |
| 6M | +0.2% | -17.9% | +18.2% | +7.6% |
| YTD | +32.2% | -31.3% | +63.5% | +52.0% |
| 1Y | +42.8% | -24.0% | +66.8% | +56.2% |
| 3Y | +330.4% | +45.0% | +285.4% | +248.3% |
| All | +330.4% | +46.4% | +284.0% | +248.3% |
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