+397.0%
TSM vs CME
+56.2%
+340.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.1% | +2.7% |
| 7D | +2.7% | -1.6% | +4.3% | +2.0% |
| 30D | +3.6% | +6.2% | -2.6% | +6.5% |
| 3M | -3.4% | +10.4% | -13.8% | +2.2% |
| 6M | +20.6% | -9.5% | +30.1% | +19.0% |
| YTD | +41.9% | +6.0% | +35.9% | +48.6% |
| 1Y | +84.4% | +9.3% | +75.1% | +96.1% |
| All | +397.0% | +56.2% | +340.8% | +461.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling