+36.0%
TSM vs CMG
+12.0%
+24.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.8% | -8.1% | -1.9% |
| 7D | -10.0% | +22.5% | -32.5% | -9.1% |
| 30D | -18.5% | +14.1% | -32.6% | -17.9% |
| 3M | -4.9% | +4.1% | -9.0% | -4.3% |
| 6M | -1.0% | +10.1% | -11.0% | 0.0% |
| YTD | +31.3% | -4.9% | +36.1% | +32.9% |
| 1Y | +36.0% | +10.9% | +25.1% | +37.8% |
| All | +36.0% | +12.0% | +24.1% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 1y: compounded portfolio wealth divided by compounded CMG 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…
1y analysis · Full analysis span regression · 6 months rolling