+265.7%
TSM vs CNI
+8.1%
+257.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.4% |
| 7D | +6.2% | +2.5% | +3.7% | +4.9% |
| 30D | -7.3% | +6.1% | -13.4% | -10.2% |
| 3M | -7.1% | +0.1% | -7.3% | -7.4% |
| 6M | +0.2% | +14.9% | -14.7% | -8.0% |
| YTD | +32.2% | +30.9% | +1.4% | +11.9% |
| 1Y | +42.8% | +33.9% | +8.9% | +19.1% |
| 3Y | +330.4% | +20.2% | +310.2% | +275.4% |
| All | +265.7% | +8.1% | +257.6% | +233.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling