+1,641.8%
TSM vs CI
+149.2%
+1,492.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.8% | +4.3% |
| 7D | +4.4% | -1.3% | +5.7% | +4.7% |
| 30D | -7.0% | +6.4% | -13.4% | -8.1% |
| 3M | -1.8% | +10.7% | -12.5% | -3.9% |
| 6M | +2.7% | +5.5% | -2.8% | +1.0% |
| YTD | +37.1% | +11.4% | +25.7% | +33.1% |
| 1Y | +43.5% | +15.0% | +28.4% | +38.3% |
| 3Y | +341.5% | +9.0% | +332.5% | +313.1% |
| 5Y | +278.9% | +52.0% | +226.9% | +214.0% |
| 10Y | +1,641.8% | +150.9% | +1,490.9% | +1,171.0% |
| All | +1,641.8% | +149.2% | +1,492.6% | +1,171.0% |
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