+1,410.4%
TSM vs CL
+74.1%
+1,336.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.2% | +8.5% | +6.5% |
| 7D | -7.6% | +1.3% | -8.9% | -7.7% |
| 30D | -20.5% | +11.4% | -31.8% | -21.5% |
| 3M | -10.0% | +4.4% | -14.4% | -10.5% |
| 6M | -10.1% | +10.8% | -20.8% | -11.5% |
| YTD | +24.5% | +25.1% | -0.6% | +20.1% |
| 1Y | +31.2% | +28.0% | +3.2% | +25.9% |
| 3Y | +322.0% | +37.6% | +284.4% | +281.4% |
| 5Y | +245.3% | +39.7% | +205.6% | +205.9% |
| All | +1,410.4% | +74.1% | +1,336.3% | +1,132.3% |
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