+33.0%
TSM vs CP
+33.1%
-0.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +3.1% |
| 7D | -2.5% | +2.8% | -5.3% | -3.1% |
| 30D | -14.3% | +11.3% | -25.6% | -16.5% |
| 3M | -7.2% | +2.9% | -10.1% | -7.7% |
| 6M | -5.1% | +9.8% | -14.9% | -8.6% |
| YTD | +28.9% | +28.5% | +0.4% | +18.3% |
| All | +33.0% | +33.1% | -0.1% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling