+273.1%
TSM vs CI
+42.7%
+230.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +2.9% |
| 7D | +2.7% | +1.3% | +1.4% | +2.7% |
| 30D | +3.6% | +4.4% | -0.8% | +3.6% |
| 3M | -3.4% | +0.7% | -4.0% | -3.4% |
| 6M | +20.6% | +0.3% | +20.3% | +20.4% |
| YTD | +41.9% | +3.8% | +38.1% | +41.5% |
| 1Y | +84.4% | -5.5% | +89.9% | +84.3% |
| 3Y | +380.2% | +8.1% | +372.1% | +360.7% |
| All | +273.1% | +42.7% | +230.4% | +214.0% |
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 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