+36.0%
TSM vs CI
+21.2%
+14.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.4% | -5.6% | -1.4% |
| 7D | -10.0% | +3.5% | -13.5% | -9.1% |
| 30D | -18.5% | +12.6% | -31.1% | -16.3% |
| 3M | -4.9% | +12.1% | -16.9% | -2.4% |
| 6M | -1.0% | +10.6% | -11.5% | +0.9% |
| YTD | +31.3% | +12.8% | +18.4% | +34.2% |
| 1Y | +36.0% | +18.0% | +18.0% | +42.1% |
| All | +36.0% | +21.2% | +14.8% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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