+1,643.1%
TSM vs CL
+88.0%
+1,555.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -1.8% |
| 7D | +6.2% | +3.2% | +3.0% | +5.9% |
| 30D | -7.3% | +8.0% | -15.3% | -8.0% |
| 3M | -7.1% | +7.9% | -15.0% | -7.9% |
| 6M | +0.2% | +14.7% | -14.5% | -1.6% |
| YTD | +32.2% | +29.2% | +3.1% | +27.4% |
| 1Y | +42.8% | +29.5% | +13.3% | +37.4% |
| 3Y | +330.4% | +40.7% | +289.7% | +290.4% |
| 5Y | +263.9% | +43.9% | +220.1% | +223.1% |
| All | +1,643.1% | +88.0% | +1,555.1% | +1,299.7% |
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