+407.0%
TSM vs CNC
-2.4%
+409.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.9% |
| 7D | +4.8% | -4.9% | +9.7% | +4.5% |
| 30D | +4.0% | -3.8% | +7.8% | +3.9% |
| 3M | +2.0% | -3.2% | +5.2% | +1.9% |
| 6M | +25.5% | +47.9% | -22.4% | +28.1% |
| YTD | +44.0% | +55.7% | -11.7% | +47.6% |
| 1Y | +75.4% | +106.2% | -30.8% | +83.4% |
| All | +407.0% | -2.4% | +409.4% | +381.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling