+236.4%
TSM vs CI
+49.9%
+186.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.6% | +8.9% | +6.3% |
| 7D | -7.6% | -1.6% | -6.0% | -7.6% |
| 30D | -20.5% | +5.4% | -25.9% | -20.5% |
| 3M | -10.0% | +7.3% | -17.2% | -10.0% |
| 6M | -10.1% | +5.3% | -15.4% | -10.1% |
| YTD | +24.5% | +8.5% | +16.0% | +24.3% |
| 1Y | +31.2% | +17.1% | +14.1% | +30.7% |
| 3Y | +322.0% | +1.4% | +320.6% | +315.5% |
| All | +236.4% | +49.9% | +186.5% | +185.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling