+277.6%
TSM vs CPAY
+53.2%
+224.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.9% |
| 7D | +2.6% | -2.7% | +5.3% | +3.6% |
| 30D | +1.4% | +0.6% | +0.8% | +1.1% |
| 3M | +5.0% | +17.0% | -12.1% | -1.6% |
| 6M | +24.0% | +24.1% | -0.2% | +12.8% |
| YTD | +41.6% | +35.7% | +5.8% | +22.9% |
| 1Y | +66.2% | +34.0% | +32.2% | +44.1% |
| 3Y | +398.2% | +50.3% | +348.0% | +297.5% |
| 5Y | +277.6% | +56.7% | +221.0% | +176.5% |
| All | +277.6% | +53.2% | +224.4% | +176.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling