+1,502.2%
TSM vs CPB
-39.9%
+1,542.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.4% |
| 7D | -2.5% | +3.3% | -5.8% | -2.3% |
| 30D | -14.3% | +19.0% | -33.3% | -13.1% |
| 3M | -7.2% | +0.4% | -7.7% | -6.9% |
| 6M | -5.1% | +13.0% | -18.1% | -4.1% |
| YTD | +28.9% | -12.7% | +41.6% | +29.4% |
| 1Y | +37.1% | -20.9% | +58.0% | +37.4% |
| 3Y | +341.5% | -35.4% | +376.9% | +337.4% |
| 5Y | +245.7% | -32.3% | +278.0% | +238.5% |
| 10Y | +1,502.2% | -40.5% | +1,542.8% | +1,427.8% |
| All | +1,502.2% | -39.9% | +1,542.2% | +1,427.8% |
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