+265.7%
TSM vs CNP
+74.5%
+191.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.7% |
| 7D | +6.2% | +1.3% | +4.9% | +6.1% |
| 30D | -7.3% | +3.8% | -11.1% | -7.4% |
| 3M | -7.1% | +2.4% | -9.5% | -7.2% |
| 6M | +0.2% | -1.2% | +1.4% | +0.1% |
| YTD | +32.2% | +9.3% | +23.0% | +30.5% |
| 1Y | +42.8% | +6.4% | +36.4% | +41.3% |
| 3Y | +330.4% | +66.4% | +264.0% | +293.6% |
| All | +265.7% | +74.5% | +191.2% | +235.6% |
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 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