+1,641.8%
TSM vs CP
+251.7%
+1,390.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +4.4% | -0.7% | +5.1% | +4.8% |
| 30D | -7.0% | +9.6% | -16.6% | -11.5% |
| 3M | -1.8% | +2.2% | -4.0% | -3.4% |
| 6M | +2.7% | +11.1% | -8.4% | -3.8% |
| YTD | +37.1% | +28.2% | +8.9% | +18.7% |
| 1Y | +43.5% | +32.2% | +11.3% | +22.1% |
| 3Y | +341.5% | +35.5% | +306.0% | +266.8% |
| 5Y | +278.9% | +26.8% | +252.1% | +220.0% |
| 10Y | +1,641.8% | +256.9% | +1,384.9% | +807.4% |
| All | +1,641.8% | +251.7% | +1,390.1% | +807.4% |
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