+1,753.6%
TSM vs CI
+142.6%
+1,611.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +2.7% |
| 7D | +6.0% | -2.0% | +8.1% | +6.4% |
| 30D | +4.5% | -1.8% | +6.3% | +4.8% |
| 3M | +3.1% | -4.2% | +7.3% | +3.5% |
| 6M | +30.2% | +2.7% | +27.5% | +28.6% |
| YTD | +45.2% | +1.9% | +43.3% | +43.6% |
| 1Y | +79.6% | -6.3% | +85.8% | +79.2% |
| 3Y | +411.0% | +3.9% | +407.1% | +381.0% |
| 5Y | +290.7% | +41.9% | +248.8% | +228.2% |
| 10Y | +1,753.6% | +140.4% | +1,613.2% | +1,279.3% |
| All | +1,753.6% | +142.6% | +1,611.0% | +1,279.3% |
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