+341.5%
TSM vs CPB
-35.0%
+376.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.2% |
| 7D | -2.5% | +3.3% | -5.8% | -1.5% |
| 30D | -14.3% | +19.0% | -33.3% | -9.6% |
| 3M | -7.2% | +0.4% | -7.7% | -6.2% |
| 6M | -5.1% | +13.0% | -18.1% | -0.6% |
| YTD | +28.9% | -12.7% | +41.6% | +28.3% |
| 1Y | +37.1% | -20.9% | +58.0% | +33.5% |
| 3Y | +341.5% | -35.4% | +376.9% | +293.2% |
| All | +341.5% | -35.0% | +376.5% | +293.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling