+12,377.6%
TSM vs CCL
+120.4%
+12,257.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.7% |
| 6M | -5.1% | +18.7% | -23.9% | -11.1% |
| YTD | +28.9% | +3.0% | +25.9% | +25.2% |
| 1Y | +37.1% | +17.7% | +19.4% | +27.1% |
| 3Y | +341.5% | +155.6% | +185.9% | +209.2% |
| 5Y | +245.7% | +30.2% | +215.5% | +169.2% |
| 10Y | +1,502.2% | -28.5% | +1,530.7% | +1,043.6% |
| All | +12,377.6% | +120.4% | +12,257.2% | +2,252.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling