+12,702.2%
TSM vs CNI
+4,557.1%
+8,145.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.4% |
| 7D | +6.2% | +2.5% | +3.7% | +4.7% |
| 30D | -7.3% | +6.1% | -13.4% | -10.6% |
| 3M | -7.1% | +0.1% | -7.3% | -7.5% |
| 6M | +0.2% | +14.9% | -14.7% | -8.5% |
| YTD | +32.2% | +30.9% | +1.4% | +11.3% |
| 1Y | +42.8% | +33.9% | +8.9% | +18.4% |
| 3Y | +330.4% | +20.2% | +310.2% | +275.6% |
| 5Y | +263.9% | +8.2% | +255.7% | +234.0% |
| 10Y | +1,580.2% | +142.2% | +1,438.0% | +823.5% |
| All | +12,702.2% | +4,557.1% | +8,145.1% | +1,021.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling