+1,753.6%
TSM vs CME
+282.5%
+1,471.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.4% | +2.5% |
| 7D | +6.0% | -2.9% | +8.9% | +6.6% |
| 30D | +4.5% | +5.5% | -1.0% | +3.4% |
| 3M | +3.1% | +11.0% | -7.9% | +0.8% |
| 6M | +30.2% | -9.7% | +39.9% | +32.5% |
| YTD | +45.2% | +4.9% | +40.3% | +42.4% |
| 1Y | +79.6% | +10.1% | +69.5% | +73.5% |
| 3Y | +411.0% | +53.5% | +357.5% | +339.7% |
| 5Y | +290.7% | +77.2% | +213.6% | +216.8% |
| 10Y | +1,753.6% | +282.1% | +1,471.5% | +1,280.4% |
| All | +1,753.6% | +282.5% | +1,471.1% | +1,280.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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