+3,381.9%
TSM vs CNH
+64.7%
+3,317.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.0% | -1.2% | +1.6% |
| 7D | +2.7% | +23.3% | -20.6% | -4.2% |
| 30D | +3.6% | +33.5% | -29.9% | -6.1% |
| 3M | -3.4% | +32.7% | -36.1% | -12.6% |
| 6M | +20.6% | +22.2% | -1.6% | +11.5% |
| YTD | +41.9% | +57.7% | -15.8% | +20.4% |
| 1Y | +84.4% | +28.0% | +56.4% | +66.7% |
| 3Y | +380.2% | +11.5% | +368.7% | +342.2% |
| 5Y | +275.3% | +11.9% | +263.5% | +238.3% |
| 10Y | +1,751.4% | +162.8% | +1,588.6% | +1,172.6% |
| All | +3,381.9% | +64.7% | +3,317.2% | +2,367.1% |
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 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