+1,757.2%
TSM vs CMI
+509.0%
+1,248.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.2% |
| 7D | +2.6% | +0.8% | +1.8% | +2.2% |
| 30D | +1.4% | -12.8% | +14.2% | +8.8% |
| 3M | +5.0% | -12.4% | +17.4% | +12.4% |
| 6M | +24.0% | -0.9% | +24.8% | +24.3% |
| YTD | +41.6% | +8.9% | +32.7% | +34.6% |
| 1Y | +66.2% | +37.7% | +28.5% | +39.9% |
| 3Y | +398.2% | +148.9% | +249.4% | +211.9% |
| 5Y | +277.6% | +164.4% | +113.2% | +125.7% |
| All | +1,757.2% | +509.0% | +1,248.1% | +670.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling