+330.4%
TSM vs CPAY
+101.0%
+229.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.0% | -2.0% |
| 7D | +6.2% | +1.6% | +4.7% | +5.9% |
| 30D | -7.3% | +17.6% | -24.9% | -11.0% |
| 3M | -7.1% | +8.7% | -15.8% | -9.1% |
| 6M | +0.2% | +39.5% | -39.3% | -8.7% |
| YTD | +32.2% | +53.6% | -21.4% | +15.5% |
| 1Y | +42.8% | +63.3% | -20.5% | +21.8% |
| 3Y | +330.4% | +101.7% | +228.7% | +243.8% |
| All | +330.4% | +101.0% | +229.4% | +243.8% |
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