+1,779.8%
TSM vs CNC
+99.9%
+1,679.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.3% | +1.1% |
| 7D | +1.0% | -0.9% | +1.9% | +1.1% |
| 30D | +1.0% | -1.0% | +1.9% | +1.0% |
| 3M | +2.9% | +4.5% | -1.6% | +2.1% |
| 6M | +22.8% | +85.2% | -62.4% | +13.8% |
| YTD | +43.3% | +61.4% | -18.1% | +34.3% |
| 1Y | +69.2% | +94.9% | -25.7% | +54.3% |
| 3Y | +404.5% | 0.0% | +404.5% | +383.8% |
| 5Y | +282.2% | +11.2% | +271.0% | +249.4% |
| All | +1,779.8% | +99.9% | +1,679.8% | +1,478.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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