+35.7%
TSM vs CL
+28.1%
+7.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.9% | +2.1% |
| 7D | -2.1% | +2.6% | -4.6% | -0.9% |
| 30D | -12.5% | +11.8% | -24.3% | -8.2% |
| 3M | -5.0% | +5.9% | -10.9% | -2.0% |
| 6M | -3.2% | +13.3% | -16.5% | +1.8% |
| YTD | +31.5% | +27.1% | +4.4% | +49.7% |
| 1Y | +35.7% | +28.0% | +7.7% | +55.6% |
| All | +35.7% | +28.1% | +7.6% | +55.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling