+1,502.2%
TSM vs CP
+261.0%
+1,241.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +2.5% |
| 7D | -2.5% | +2.8% | -5.3% | -3.9% |
| 30D | -14.3% | +11.3% | -25.6% | -19.1% |
| 3M | -7.2% | +2.9% | -10.1% | -9.0% |
| 6M | -5.1% | +9.8% | -14.9% | -10.5% |
| YTD | +28.9% | +28.5% | +0.4% | +11.5% |
| 1Y | +37.1% | +33.5% | +3.6% | +16.1% |
| 3Y | +341.5% | +31.9% | +309.5% | +271.7% |
| 5Y | +245.7% | +25.5% | +220.2% | +193.9% |
| 10Y | +1,502.2% | +257.6% | +1,244.7% | +761.0% |
| All | +1,502.2% | +261.0% | +1,241.3% | +761.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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