+346.2%
TSM vs CP
+35.8%
+310.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -11.2% |
| 3M | -1.8% | +2.2% | -4.0% | -3.1% |
| 6M | +2.7% | +11.1% | -8.4% | -3.8% |
| YTD | +37.1% | +28.2% | +8.9% | +18.1% |
| 1Y | +43.5% | +32.2% | +11.3% | +21.3% |
| All | +346.2% | +35.8% | +310.3% | +274.0% |
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 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