+322.0%
TSM vs CNP
+60.3%
+261.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.6% | +6.5% |
| 7D | -7.6% | -4.2% | -3.4% | -8.2% |
| 30D | -20.5% | +5.5% | -26.0% | -19.8% |
| 3M | -10.0% | +0.6% | -10.6% | -9.9% |
| 6M | -10.1% | -2.8% | -7.2% | -10.5% |
| YTD | +24.5% | +7.9% | +16.7% | +25.0% |
| 1Y | +31.2% | +6.7% | +24.5% | +31.7% |
| 3Y | +322.0% | +61.1% | +260.8% | +321.2% |
| All | +322.0% | +60.3% | +261.7% | +321.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling