+1,757.1%
TSM vs CMG
+326.7%
+1,430.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | +2.6% | -3.8% | +6.5% | +3.6% |
| 30D | +1.4% | +12.9% | -11.5% | -1.9% |
| 3M | +5.0% | +18.8% | -13.8% | -0.7% |
| 6M | +24.0% | +4.1% | +19.9% | +20.9% |
| YTD | +41.6% | -2.4% | +43.9% | +40.0% |
| 1Y | +66.2% | -6.7% | +72.8% | +64.7% |
| 3Y | +398.2% | -7.1% | +405.3% | +386.9% |
| 5Y | +277.6% | -5.0% | +282.6% | +256.5% |
| All | +1,757.1% | +326.7% | +1,430.5% | +1,272.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling