+273.1%
TSM vs CNP
+73.1%
+200.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.6% | +2.9% |
| 7D | +2.7% | +1.1% | +1.6% | +2.7% |
| 30D | +3.6% | -1.8% | +5.4% | +3.7% |
| 3M | -3.4% | -4.6% | +1.3% | -3.4% |
| 6M | +20.6% | -8.8% | +29.5% | +21.0% |
| YTD | +41.9% | +5.2% | +36.6% | +40.3% |
| 1Y | +84.4% | +8.3% | +76.1% | +81.7% |
| 3Y | +380.2% | +54.9% | +325.3% | +346.1% |
| All | +273.1% | +73.1% | +200.0% | +247.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling