+1,753.6%
TSM vs CNH
+152.9%
+1,600.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.6% | +7.9% | +4.3% |
| 7D | +6.0% | +8.8% | -2.8% | +2.6% |
| 30D | +4.5% | +24.7% | -20.1% | -4.2% |
| 3M | +3.1% | +27.3% | -24.2% | -6.6% |
| 6M | +30.2% | +23.2% | +7.1% | +18.8% |
| YTD | +45.2% | +48.9% | -3.7% | +23.1% |
| 1Y | +79.6% | +19.4% | +60.2% | +64.2% |
| 3Y | +411.0% | +7.8% | +403.2% | +370.3% |
| 5Y | +290.7% | +8.7% | +282.0% | +249.1% |
| 10Y | +1,753.6% | +149.5% | +1,604.1% | +1,104.0% |
| All | +1,753.6% | +152.9% | +1,600.7% | +1,104.0% |
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