+1,502.2%
TSM vs CNH
+134.0%
+1,368.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.9% | -7.4% | -0.3% |
| 7D | -2.5% | +8.6% | -11.1% | -5.3% |
| 30D | -14.3% | +12.6% | -26.8% | -18.0% |
| 3M | -7.2% | +17.5% | -24.7% | -13.6% |
| 6M | -5.1% | +18.1% | -23.2% | -12.4% |
| YTD | +28.9% | +40.4% | -11.5% | +10.9% |
| 1Y | +37.1% | +34.0% | +3.1% | +19.7% |
| 3Y | +341.5% | +35.3% | +306.2% | +271.5% |
| 5Y | +245.7% | -5.1% | +250.8% | +223.1% |
| 10Y | +1,502.2% | +124.0% | +1,378.2% | +1,067.1% |
| All | +1,502.2% | +134.0% | +1,368.3% | +1,067.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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