+13,957.4%
TSM vs CMI
+5,287.4%
+8,670.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.2% | +2.3% |
| 7D | +6.0% | +1.9% | +4.2% | +5.2% |
| 30D | +4.5% | -12.5% | +17.0% | +10.8% |
| 3M | +3.1% | -16.2% | +19.3% | +11.4% |
| 6M | +30.2% | +4.9% | +25.4% | +27.5% |
| YTD | +45.2% | +11.1% | +34.1% | +38.0% |
| 1Y | +79.6% | +43.4% | +36.2% | +52.5% |
| 3Y | +411.0% | +154.1% | +256.9% | +237.8% |
| 5Y | +290.7% | +169.5% | +121.2% | +149.0% |
| 10Y | +1,753.6% | +503.8% | +1,249.8% | +707.7% |
| All | +13,957.4% | +5,287.4% | +8,670.0% | +1,728.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling