+1,643.1%
TSM vs CMG
+342.6%
+1,300.5%
-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% | -1.7% |
| 7D | +6.2% | +2.5% | +3.7% | +5.6% |
| 30D | -7.3% | +15.6% | -22.9% | -10.9% |
| 3M | -7.1% | +8.2% | -15.3% | -9.8% |
| 6M | +0.2% | +9.9% | -9.6% | -4.2% |
| YTD | +32.2% | -4.6% | +36.9% | +30.7% |
| 1Y | +42.8% | +12.4% | +30.4% | +34.3% |
| 3Y | +330.4% | -18.0% | +348.4% | +332.6% |
| 5Y | +263.9% | -5.3% | +269.2% | +241.3% |
| All | +1,643.1% | +342.6% | +1,300.5% | +1,127.5% |
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