+1,502.2%
TSM vs CNP
+142.6%
+1,359.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.4% |
| 7D | -2.5% | -4.3% | +1.8% | -1.5% |
| 30D | -14.3% | +5.7% | -20.0% | -15.3% |
| 3M | -7.2% | +0.9% | -8.2% | -7.5% |
| 6M | -5.1% | -1.1% | -4.1% | -5.3% |
| YTD | +28.9% | +8.3% | +20.6% | +25.7% |
| 1Y | +37.1% | +5.9% | +31.2% | +34.3% |
| 3Y | +341.5% | +64.6% | +276.8% | +282.1% |
| 5Y | +245.7% | +74.6% | +171.1% | +191.6% |
| 10Y | +1,502.2% | +139.8% | +1,362.4% | +1,049.1% |
| All | +1,502.2% | +142.6% | +1,359.7% | +1,049.1% |
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