+1,502.2%
TSM vs CME
+320.1%
+1,182.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +4.0% | +3.6% |
| 7D | -2.5% | -0.6% | -1.9% | -2.4% |
| 30D | -14.3% | +8.5% | -22.8% | -15.6% |
| 3M | -7.2% | +16.0% | -23.3% | -9.9% |
| 6M | -5.1% | +9.3% | -14.5% | -7.1% |
| YTD | +28.9% | +15.3% | +13.6% | +24.1% |
| 1Y | +37.1% | +14.4% | +22.7% | +32.1% |
| 3Y | +341.5% | +59.9% | +281.5% | +279.5% |
| 5Y | +245.7% | +69.4% | +176.3% | +188.1% |
| 10Y | +1,502.2% | +299.5% | +1,202.8% | +1,132.4% |
| All | +1,502.2% | +320.1% | +1,182.2% | +1,132.4% |
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