+1,753.6%
TSM vs CNP
+135.4%
+1,618.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.2% | +2.1% |
| 7D | +6.0% | +1.6% | +4.4% | +5.7% |
| 30D | +4.5% | -0.8% | +5.3% | +4.7% |
| 3M | +3.1% | -3.6% | +6.7% | +3.6% |
| 6M | +30.2% | -6.9% | +37.2% | +31.6% |
| YTD | +45.2% | +6.4% | +38.8% | +42.1% |
| 1Y | +79.6% | +9.9% | +69.6% | +74.1% |
| 3Y | +411.0% | +53.1% | +357.9% | +349.5% |
| 5Y | +290.7% | +72.0% | +218.8% | +229.3% |
| 10Y | +1,753.6% | +131.5% | +1,622.1% | +1,141.6% |
| All | +1,753.6% | +135.4% | +1,618.2% | +1,141.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling