+7,042.2%
TSM vs CNC
+5,537.6%
+1,504.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.3% | +3.1% |
| 7D | +2.7% | +3.5% | -0.8% | +2.1% |
| 30D | +3.6% | +0.1% | +3.5% | +3.5% |
| 3M | -3.4% | +6.9% | -10.3% | -4.8% |
| 6M | +20.6% | +49.0% | -28.4% | +11.8% |
| YTD | +41.9% | +62.9% | -21.0% | +29.1% |
| 1Y | +84.4% | +134.0% | -49.6% | +56.9% |
| 3Y | +380.2% | +9.4% | +370.8% | +342.4% |
| 5Y | +275.3% | +4.1% | +271.2% | +243.0% |
| 10Y | +1,751.4% | +95.4% | +1,656.0% | +1,339.9% |
| All | +7,042.2% | +5,537.6% | +1,504.6% | +2,611.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling