+36.0%
TSM vs CNI
+37.5%
-1.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.6% |
| 7D | -10.0% | +3.7% | -13.7% | -10.5% |
| 30D | -18.5% | +8.1% | -26.6% | -19.8% |
| 3M | -4.9% | +1.9% | -6.7% | -5.1% |
| 6M | -1.0% | +19.2% | -20.2% | -6.9% |
| YTD | +31.3% | +32.7% | -1.5% | +18.0% |
| 1Y | +36.0% | +37.0% | -1.0% | +21.4% |
| All | +36.0% | +37.5% | -1.5% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 1y: compounded portfolio wealth divided by compounded CNI 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…
1y analysis · Full analysis span regression · 6 months rolling