+1,502.2%
TSM vs CI
+158.0%
+1,344.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.4% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | -14.3% | +4.7% | -18.9% | -15.1% |
| 3M | -7.2% | +5.2% | -12.5% | -8.4% |
| 6M | -5.1% | +3.8% | -8.9% | -6.5% |
| YTD | +28.9% | +9.2% | +19.7% | +25.5% |
| 1Y | +37.1% | +14.3% | +22.8% | +32.1% |
| 3Y | +341.5% | +8.4% | +333.0% | +312.7% |
| 5Y | +245.7% | +50.0% | +195.7% | +186.8% |
| 10Y | +1,502.2% | +142.2% | +1,360.1% | +1,064.1% |
| All | +1,502.2% | +158.0% | +1,344.2% | +1,064.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling