+79.6%
TSM vs CNP
+9.0%
+70.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.2% | +2.8% |
| 7D | +6.0% | +1.6% | +4.4% | +6.7% |
| 30D | +4.5% | -0.8% | +5.3% | +4.2% |
| 3M | +3.1% | -3.6% | +6.7% | +1.5% |
| 6M | +30.2% | -6.9% | +37.2% | +27.7% |
| YTD | +45.2% | +6.4% | +38.8% | +43.6% |
| 1Y | +79.6% | +9.9% | +69.6% | +77.8% |
| All | +79.6% | +9.0% | +70.5% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CNP 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling