+13,107.1%
TSM vs CME
+7,469.3%
+5,637.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.1% | +2.9% |
| 7D | +2.7% | -1.6% | +4.3% | +3.2% |
| 30D | +3.6% | +6.2% | -2.6% | +1.4% |
| 3M | -3.4% | +10.4% | -13.8% | -7.4% |
| 6M | +20.6% | -9.5% | +30.1% | +22.9% |
| YTD | +41.9% | +6.0% | +35.9% | +36.5% |
| 1Y | +84.4% | +9.3% | +75.1% | +74.8% |
| 3Y | +380.2% | +57.7% | +322.6% | +290.3% |
| 5Y | +275.3% | +77.7% | +197.6% | +188.2% |
| 10Y | +1,751.4% | +281.2% | +1,470.2% | +918.7% |
| All | +13,107.1% | +7,469.3% | +5,637.8% | +2,002.2% |
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