+341.5%
TSM vs CCL
+145.8%
+195.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.2% | -0.6% | +2.2% |
| 7D | -2.5% | +3.1% | -5.6% | -3.4% |
| 30D | -14.3% | +17.5% | -31.8% | -18.6% |
| 3M | -7.2% | +6.8% | -14.1% | -9.5% |
| 6M | -5.1% | +18.7% | -23.9% | -11.0% |
| YTD | +28.9% | +3.0% | +25.9% | +25.0% |
| 1Y | +37.1% | +17.7% | +19.4% | +27.0% |
| 3Y | +341.5% | +155.6% | +185.9% | +212.2% |
| All | +341.5% | +145.8% | +195.6% | +212.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling