+2,956.0%
TSM vs CNH
+32.2%
+2,923.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.8% | +3.6% | +5.4% |
| 7D | -7.6% | -1.7% | -5.9% | -6.9% |
| 30D | -20.5% | -7.2% | -13.3% | -18.7% |
| 3M | -10.0% | +6.5% | -16.5% | -12.8% |
| 6M | -10.1% | +7.9% | -17.9% | -13.7% |
| YTD | +24.5% | +26.6% | -2.1% | +12.8% |
| 1Y | +31.2% | +13.8% | +17.4% | +22.6% |
| 3Y | +322.0% | +9.2% | +312.8% | +288.9% |
| 5Y | +245.3% | -15.6% | +260.8% | +238.9% |
| 10Y | +1,465.8% | +119.2% | +1,346.6% | +1,041.3% |
| All | +2,956.0% | +32.2% | +2,923.8% | +2,211.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling