+84.4%
TSM vs CMI
+45.0%
+39.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | +0.1% | +1.2% |
| 7D | +2.7% | -0.7% | +3.5% | +3.1% |
| 30D | +3.6% | -13.4% | +17.0% | +12.6% |
| 3M | -3.4% | -17.0% | +13.6% | +7.5% |
| 6M | +20.6% | -1.6% | +22.3% | +21.1% |
| YTD | +41.9% | +11.0% | +30.9% | +32.3% |
| 1Y | +84.4% | +41.9% | +42.5% | +60.4% |
| All | +84.4% | +45.0% | +39.4% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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