+1,641.8%
TSM vs CL
+84.6%
+1,557.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.3% | +4.3% |
| 7D | +4.4% | -0.8% | +5.2% | +4.5% |
| 30D | -7.0% | +9.5% | -16.5% | -7.9% |
| 3M | -1.8% | +6.8% | -8.6% | -2.5% |
| 6M | +2.7% | +14.3% | -11.6% | +0.7% |
| YTD | +37.1% | +27.0% | +10.1% | +32.2% |
| 1Y | +43.5% | +26.3% | +17.2% | +38.4% |
| 3Y | +341.5% | +39.3% | +302.3% | +299.9% |
| 5Y | +278.9% | +41.5% | +237.3% | +236.5% |
| 10Y | +1,641.8% | +84.1% | +1,557.7% | +1,298.3% |
| All | +1,641.8% | +84.6% | +1,557.2% | +1,298.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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