+397.0%
TSM vs CPB
-40.7%
+437.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.4% | +6.2% | +1.9% |
| 7D | +2.7% | -8.6% | +11.3% | +0.4% |
| 30D | +3.6% | -7.2% | +10.8% | +1.7% |
| 3M | -3.4% | +0.9% | -4.3% | -2.4% |
| 6M | +20.6% | -11.8% | +32.4% | +18.5% |
| YTD | +41.9% | -19.4% | +61.3% | +37.0% |
| 1Y | +84.4% | -30.4% | +114.7% | +72.7% |
| All | +397.0% | -40.7% | +437.7% | +338.1% |
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