+322.0%
TSM vs CME
+66.3%
+255.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.8% | +6.1% |
| 7D | -7.6% | +0.9% | -8.5% | -7.1% |
| 30D | -20.5% | +13.2% | -33.7% | -15.2% |
| 3M | -10.0% | +16.3% | -26.3% | -2.6% |
| 6M | -10.1% | +7.1% | -17.2% | -4.5% |
| YTD | +24.5% | +15.8% | +8.7% | +37.4% |
| 1Y | +31.2% | +17.1% | +14.1% | +45.6% |
| 3Y | +322.0% | +63.2% | +258.8% | +442.9% |
| All | +322.0% | +66.3% | +255.6% | +442.9% |
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