+1,753.6%
TSM vs CCL
-41.5%
+1,795.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.6% |
| 7D | +6.0% | -0.1% | +6.2% | +6.1% |
| 30D | +4.5% | -20.0% | +24.5% | +9.2% |
| 3M | +3.1% | -13.7% | +16.8% | +5.9% |
| 6M | +30.2% | -9.0% | +39.2% | +32.1% |
| YTD | +45.2% | -22.8% | +68.0% | +51.7% |
| 1Y | +79.6% | -25.3% | +104.9% | +87.8% |
| 3Y | +411.0% | +54.1% | +356.9% | +356.7% |
| 5Y | +290.7% | +3.5% | +287.2% | +250.9% |
| 10Y | +1,753.6% | -41.0% | +1,794.6% | +1,693.8% |
| All | +1,753.6% | -41.5% | +1,795.1% | +1,693.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling