+411.0%
TSM vs CPNG
-19.7%
+430.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.5% | +3.1% |
| 7D | +6.0% | -6.3% | +12.3% | +7.7% |
| 30D | +4.5% | -8.7% | +13.3% | +6.7% |
| 3M | +3.1% | -2.4% | +5.5% | +2.5% |
| 6M | +30.2% | -22.3% | +52.5% | +35.5% |
| YTD | +45.2% | -37.2% | +82.4% | +60.1% |
| 1Y | +79.6% | -53.0% | +132.5% | +116.1% |
| 3Y | +411.0% | -20.0% | +431.0% | +428.9% |
| All | +411.0% | -19.7% | +430.7% | +428.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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