+3,905.5%
TSM vs CG
+351.2%
+3,554.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.4% |
| 7D | +2.7% | -4.3% | +7.0% | +4.3% |
| 30D | +3.6% | -5.1% | +8.7% | +5.3% |
| 3M | -3.4% | +8.7% | -12.0% | -6.8% |
| 6M | +20.6% | -9.2% | +29.8% | +23.8% |
| YTD | +41.9% | -18.9% | +60.7% | +50.8% |
| 1Y | +84.4% | -25.6% | +110.0% | +101.4% |
| 3Y | +380.2% | +57.3% | +322.9% | +291.9% |
| 5Y | +275.3% | +10.2% | +265.2% | +233.9% |
| 10Y | +1,751.4% | +364.2% | +1,387.2% | +959.7% |
| All | +3,905.5% | +351.2% | +3,554.3% | +2,084.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling