+407.0%
TSM vs CMI
+149.3%
+257.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.1% |
| 7D | +4.8% | +0.7% | +4.1% | +4.3% |
| 30D | +4.0% | -12.3% | +16.3% | +12.5% |
| 3M | +2.0% | -16.8% | +18.8% | +13.7% |
| 6M | +25.5% | +1.5% | +24.0% | +23.7% |
| YTD | +44.0% | +9.8% | +34.2% | +34.1% |
| 1Y | +75.4% | +42.6% | +32.8% | +38.9% |
| All | +407.0% | +149.3% | +257.7% | +205.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling