+407.0%
TSM vs CPAY
+48.3%
+358.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +4.8% | -2.5% | +7.3% | +5.4% |
| 30D | +4.0% | +1.3% | +2.7% | +3.6% |
| 3M | +2.0% | +13.5% | -11.5% | -1.9% |
| 6M | +25.5% | +24.7% | +0.8% | +16.8% |
| YTD | +44.0% | +34.9% | +9.1% | +29.5% |
| 1Y | +75.4% | +29.7% | +45.7% | +59.6% |
| All | +407.0% | +48.3% | +358.7% | +336.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling