+11,954.4%
TSM vs CP
+4,473.0%
+7,481.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.7% | +8.0% | +7.2% |
| 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% | -11.5% |
| 6M | -10.1% | +7.7% | -17.7% | -14.2% |
| YTD | +24.5% | +26.0% | -1.5% | +9.5% |
| 1Y | +31.2% | +34.6% | -3.5% | +11.6% |
| 3Y | +322.0% | +26.7% | +295.3% | +266.3% |
| 5Y | +245.3% | +24.9% | +220.4% | +197.2% |
| 10Y | +1,465.8% | +258.6% | +1,207.2% | +673.5% |
| All | +11,954.4% | +4,473.0% | +7,481.4% | +1,334.5% |
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