+1,502.2%
TSM vs CL
+76.2%
+1,426.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +3.4% |
| 7D | -2.5% | +0.5% | -3.0% | -2.6% |
| 30D | -14.3% | +11.6% | -25.9% | -15.3% |
| 3M | -7.2% | +5.6% | -12.8% | -7.8% |
| 6M | -5.1% | +13.2% | -18.3% | -6.9% |
| YTD | +28.9% | +26.9% | +2.0% | +24.2% |
| 1Y | +37.1% | +27.3% | +9.7% | +31.9% |
| 3Y | +341.5% | +39.7% | +301.8% | +298.6% |
| 5Y | +245.7% | +41.3% | +204.4% | +206.4% |
| 10Y | +1,502.2% | +76.3% | +1,426.0% | +1,212.0% |
| All | +1,502.2% | +76.2% | +1,426.1% | +1,212.0% |
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