+322.0%
TSM vs CP
+26.5%
+295.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.7% | +8.0% | +7.1% |
| 7D | -7.6% | +2.8% | -10.3% | -8.8% |
| 30D | -20.5% | +10.2% | -30.7% | -24.3% |
| 3M | -10.0% | +2.4% | -12.3% | -11.3% |
| 6M | -10.1% | +7.7% | -17.7% | -14.3% |
| YTD | +24.5% | +26.0% | -1.5% | +8.6% |
| 1Y | +31.2% | +34.6% | -3.5% | +10.1% |
| 3Y | +322.0% | +26.7% | +295.3% | +275.5% |
| All | +322.0% | +26.5% | +295.5% | +275.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling