+11,491.7%
TSM vs CME
+8,169.9%
+3,321.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.8% | +6.5% |
| 7D | -7.6% | +0.9% | -8.5% | -7.9% |
| 30D | -20.5% | +13.2% | -33.7% | -23.9% |
| 3M | -10.0% | +16.3% | -26.3% | -14.9% |
| 6M | -10.1% | +7.1% | -17.2% | -13.5% |
| YTD | +24.5% | +15.8% | +8.7% | +15.8% |
| 1Y | +31.2% | +17.1% | +14.1% | +21.4% |
| 3Y | +322.0% | +63.2% | +258.8% | +238.5% |
| 5Y | +245.3% | +70.2% | +175.0% | +169.2% |
| 10Y | +1,465.8% | +337.0% | +1,128.8% | +718.3% |
| All | +11,491.7% | +8,169.9% | +3,321.7% | +1,683.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling