+1,779.8%
TSM vs CPAY
+155.2%
+1,624.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +1.0% | -2.0% | +3.0% | +1.7% |
| 30D | +1.0% | -0.4% | +1.3% | +0.9% |
| 3M | +2.9% | +16.4% | -13.5% | -3.1% |
| 6M | +22.8% | +23.5% | -0.7% | +12.5% |
| YTD | +43.3% | +35.7% | +7.6% | +25.6% |
| 1Y | +69.2% | +30.2% | +39.0% | +49.8% |
| 3Y | +404.5% | +49.7% | +354.8% | +315.2% |
| 5Y | +282.2% | +56.6% | +225.6% | +202.6% |
| All | +1,779.8% | +155.2% | +1,624.6% | +1,187.6% |
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