+5,434.8%
TSM vs CPAY
+1,528.2%
+3,906.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +3.1% |
| 7D | +6.0% | +0.6% | +5.5% | +5.8% |
| 30D | +4.5% | +3.6% | +0.9% | +3.2% |
| 3M | +3.1% | +16.6% | -13.5% | -2.7% |
| 6M | +30.2% | +29.5% | +0.7% | +17.8% |
| YTD | +45.2% | +35.3% | +9.9% | +28.4% |
| 1Y | +79.6% | +30.6% | +48.9% | +59.7% |
| 3Y | +411.0% | +49.7% | +361.2% | +326.1% |
| 5Y | +290.7% | +54.4% | +236.3% | +216.7% |
| 10Y | +1,753.6% | +142.8% | +1,610.8% | +1,160.2% |
| All | +5,434.8% | +1,528.2% | +3,906.6% | +1,941.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling