+1,643.1%
TSM vs CPAY
+219.9%
+1,423.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.0% | -2.1% |
| 7D | +6.2% | +1.6% | +4.7% | +5.7% |
| 30D | -7.3% | +17.6% | -24.9% | -12.7% |
| 3M | -7.1% | +8.7% | -15.8% | -10.3% |
| 6M | +0.2% | +39.5% | -39.3% | -11.9% |
| YTD | +32.2% | +53.6% | -21.4% | +10.4% |
| 1Y | +42.8% | +63.3% | -20.5% | +16.3% |
| 3Y | +330.4% | +101.7% | +228.7% | +215.4% |
| 5Y | +263.9% | +91.4% | +172.5% | +167.6% |
| All | +1,643.1% | +219.9% | +1,423.2% | +1,034.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 10y: compounded portfolio wealth divided by compounded CPAY 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…
10y analysis · Full analysis span regression · 6 months rolling