+322.0%
TSM vs CL
+38.3%
+283.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.2% | +8.5% | +5.3% |
| 7D | -7.6% | +1.3% | -8.9% | -6.9% |
| 30D | -20.5% | +11.4% | -31.8% | -16.3% |
| 3M | -10.0% | +4.4% | -14.4% | -7.7% |
| 6M | -10.1% | +10.8% | -20.8% | -5.0% |
| YTD | +24.5% | +25.1% | -0.6% | +39.6% |
| 1Y | +31.2% | +28.0% | +3.2% | +49.0% |
| 3Y | +322.0% | +37.6% | +284.4% | +359.8% |
| All | +322.0% | +38.3% | +283.7% | +359.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling