+346.2%
TSM vs CNH
+35.8%
+310.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +3.7% |
| 7D | +4.4% | +6.7% | -2.2% | +2.5% |
| 30D | -7.0% | +7.2% | -14.2% | -9.0% |
| 3M | -1.8% | +17.5% | -19.3% | -7.7% |
| 6M | +2.7% | +15.0% | -12.3% | -3.3% |
| YTD | +37.1% | +36.8% | +0.3% | +21.4% |
| 1Y | +43.5% | +27.6% | +15.8% | +29.7% |
| All | +346.2% | +35.8% | +310.4% | +278.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling