+411.2%
TSM vs CMG
-5.4%
+416.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +6.0% | -1.5% | +7.5% | +6.3% |
| 30D | +4.5% | +12.7% | -8.2% | +2.0% |
| 3M | +3.1% | +26.3% | -23.2% | -2.9% |
| 6M | +30.2% | +4.5% | +25.7% | +28.0% |
| YTD | +45.2% | -0.1% | +45.3% | +43.9% |
| 1Y | +79.6% | -6.8% | +86.3% | +80.2% |
| All | +411.2% | -5.4% | +416.6% | +394.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling