+236.4%
TSM vs CP
+24.4%
+212.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.7% | +8.0% | +7.1% |
| 7D | -7.6% | +2.8% | -10.3% | -8.9% |
| 30D | -20.5% | +10.2% | -30.7% | -24.5% |
| 3M | -10.0% | +2.4% | -12.3% | -11.4% |
| 6M | -10.1% | +7.7% | -17.7% | -14.3% |
| YTD | +24.5% | +26.0% | -1.5% | +8.7% |
| 1Y | +31.2% | +34.6% | -3.5% | +10.4% |
| 3Y | +322.0% | +26.7% | +295.3% | +262.2% |
| All | +236.4% | +24.4% | +212.0% | +185.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling