+273.1%
TSM vs CP
+32.0%
+241.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.2% |
| 6M | +20.6% | +6.0% | +14.6% | +16.2% |
| YTD | +41.9% | +24.9% | +16.9% | +25.2% |
| 1Y | +84.4% | +20.1% | +64.3% | +65.8% |
| 3Y | +380.2% | +16.4% | +363.8% | +332.7% |
| All | +273.1% | +32.0% | +241.1% | +211.9% |
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