+67.1%
TSM vs CNC
+81.8%
-14.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -1.6% |
| 7D | +2.6% | -3.9% | +6.5% | +2.6% |
| 30D | +1.4% | +0.8% | +0.6% | +1.4% |
| 3M | +5.0% | +0.1% | +4.9% | +5.0% |
| 6M | +24.0% | +79.7% | -55.7% | +23.4% |
| YTD | +41.6% | +58.9% | -17.4% | +41.2% |
| All | +67.1% | +81.8% | -14.7% | +70.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling