+373.1%
TSM vs CP
+17.1%
+356.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.5% | +2.7% |
| 7D | +2.7% | -2.7% | +5.4% | +4.0% |
| 30D | +3.6% | +0.2% | +3.4% | +3.4% |
| 3M | -3.4% | +2.6% | -5.9% | -5.3% |
| 6M | +20.6% | +6.0% | +14.6% | +15.9% |
| YTD | +41.9% | +24.9% | +16.9% | +24.5% |
| 1Y | +84.4% | +20.1% | +64.3% | +65.2% |
| All | +373.1% | +17.1% | +356.0% | +327.1% |
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