+13,634.3%
TSM vs CI
+1,712.1%
+11,922.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +3.2% |
| 7D | +2.7% | +1.3% | +1.4% | +2.4% |
| 30D | +3.6% | +4.4% | -0.8% | +2.5% |
| 3M | -3.4% | +0.7% | -4.0% | -4.0% |
| 6M | +20.6% | +0.3% | +20.3% | +19.5% |
| YTD | +41.9% | +3.8% | +38.1% | +39.4% |
| 1Y | +84.4% | -5.5% | +89.9% | +83.5% |
| 3Y | +380.2% | +8.1% | +372.1% | +348.7% |
| 5Y | +275.3% | +42.8% | +232.5% | +221.7% |
| 10Y | +1,751.4% | +143.9% | +1,607.5% | +1,227.4% |
| All | +13,634.3% | +1,712.1% | +11,922.2% | +4,314.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling