+373.1%
TSM vs CL
+30.5%
+342.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.3% | +2.3% |
| 7D | +2.7% | -2.2% | +4.9% | +1.8% |
| 30D | +3.6% | -4.8% | +8.4% | +1.7% |
| 3M | -3.4% | +4.9% | -8.3% | -1.2% |
| 6M | +20.6% | -5.7% | +26.3% | +18.0% |
| YTD | +41.9% | +14.4% | +27.5% | +51.8% |
| 1Y | +84.4% | +8.7% | +75.6% | +95.0% |
| All | +373.1% | +30.5% | +342.6% | +399.0% |
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 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