+13,634.3%
TSM vs CP
+4,434.8%
+9,199.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.5% |
| YTD | +41.9% | +24.9% | +16.9% | +25.8% |
| 1Y | +84.4% | +20.1% | +64.3% | +66.4% |
| 3Y | +380.2% | +16.4% | +363.8% | +336.1% |
| 5Y | +275.3% | +31.7% | +243.6% | +215.3% |
| 10Y | +1,751.4% | +223.9% | +1,527.5% | +863.8% |
| All | +13,634.3% | +4,434.8% | +9,199.5% | +1,547.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling