+270.1%
TSM vs CP
+27.5%
+242.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.3% |
| 7D | +14.8% | +0.9% | +13.9% | +14.3% |
| 30D | -8.9% | +10.3% | -19.2% | -13.4% |
| 3M | -5.3% | +2.3% | -7.5% | -6.7% |
| 6M | +2.6% | +10.7% | -8.1% | -3.6% |
| YTD | +34.5% | +29.3% | +5.2% | +16.0% |
| 1Y | +41.0% | +31.5% | +9.5% | +20.5% |
| 3Y | +333.1% | +36.7% | +296.4% | +258.5% |
| 5Y | +270.1% | +26.8% | +243.3% | +211.8% |
| All | +270.1% | +27.5% | +242.6% | +211.8% |
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