+1,709.2%
TSM vs CPB
-47.3%
+1,756.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.4% | +6.2% | +2.7% |
| 7D | +2.7% | -8.6% | +11.3% | +2.3% |
| 30D | +3.6% | -7.2% | +10.8% | +3.2% |
| 3M | -3.4% | +0.9% | -4.3% | -3.3% |
| 6M | +20.6% | -11.8% | +32.4% | +20.4% |
| YTD | +41.9% | -19.4% | +61.3% | +41.5% |
| 1Y | +84.4% | -30.4% | +114.7% | +83.6% |
| 3Y | +380.2% | -40.2% | +420.4% | +373.1% |
| 5Y | +275.3% | -39.5% | +314.8% | +266.1% |
| All | +1,709.2% | -47.3% | +1,756.5% | +1,708.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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