+290.7%
TSM vs CNH
+7.1%
+283.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.1% |
| 3M | +3.1% | +27.3% | -24.2% | -6.4% |
| 6M | +30.2% | +23.2% | +7.1% | +18.9% |
| YTD | +45.2% | +48.9% | -3.7% | +23.1% |
| 1Y | +79.6% | +19.4% | +60.2% | +64.6% |
| 3Y | +411.0% | +7.8% | +403.2% | +372.2% |
| 5Y | +290.7% | +8.7% | +282.0% | +247.5% |
| All | +290.7% | +7.1% | +283.6% | +247.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling