+12,702.2%
TSM vs CMI
+4,238.1%
+8,464.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | +6.2% | +0.5% | +5.7% | +6.0% |
| 30D | -7.3% | -14.0% | +6.8% | -0.7% |
| 3M | -7.1% | -28.1% | +21.0% | +7.4% |
| 6M | +0.2% | -35.8% | +36.1% | +21.8% |
| YTD | +32.2% | -10.5% | +42.7% | +38.4% |
| 1Y | +42.8% | -1.9% | +44.6% | +43.5% |
| 3Y | +330.4% | +121.0% | +209.4% | +203.2% |
| 5Y | +263.9% | +114.6% | +149.4% | +157.0% |
| 10Y | +1,580.2% | +325.5% | +1,254.7% | +753.9% |
| All | +12,702.2% | +4,238.1% | +8,464.1% | +1,732.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling