+1,709.2%
TSM vs CL
+50.0%
+1,659.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.3% | +3.0% |
| 7D | +2.7% | -2.2% | +4.9% | +3.0% |
| 30D | +3.6% | -4.8% | +8.4% | +4.2% |
| 3M | -3.4% | +4.9% | -8.3% | -4.5% |
| 6M | +20.6% | -5.7% | +26.3% | +21.1% |
| YTD | +41.9% | +14.4% | +27.5% | +38.1% |
| 1Y | +84.4% | +8.7% | +75.6% | +80.8% |
| 3Y | +380.2% | +30.0% | +350.2% | +332.2% |
| 5Y | +275.3% | +28.4% | +247.0% | +234.0% |
| All | +1,709.2% | +50.0% | +1,659.2% | +1,429.8% |
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