+84.4%
TSM vs CCL
-23.9%
+108.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.7% | +2.8% |
| 7D | +2.7% | -5.0% | +7.8% | +4.3% |
| 30D | +3.6% | -20.3% | +23.9% | +11.0% |
| 3M | -3.4% | -15.1% | +11.8% | +1.4% |
| 6M | +20.6% | -15.1% | +35.7% | +24.4% |
| YTD | +41.9% | -21.8% | +63.7% | +48.3% |
| 1Y | +84.4% | -24.8% | +109.2% | +93.3% |
| All | +84.4% | -23.9% | +108.3% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 1y: compounded portfolio wealth divided by compounded CCL 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…
1y analysis · Full analysis span regression · 6 months rolling