+273.1%
TSM vs CME
+78.2%
+195.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.1% | +2.8% |
| 7D | +2.7% | -1.6% | +4.3% | +2.6% |
| 30D | +3.6% | +6.2% | -2.6% | +4.2% |
| 3M | -3.4% | +10.4% | -13.8% | -2.1% |
| 6M | +20.6% | -9.5% | +30.1% | +22.0% |
| YTD | +41.9% | +6.0% | +35.9% | +42.9% |
| 1Y | +84.4% | +9.3% | +75.1% | +85.4% |
| 3Y | +380.2% | +57.7% | +322.6% | +345.5% |
| All | +273.1% | +78.2% | +195.0% | +223.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling