+341.5%
TSM vs CL
+39.1%
+302.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +4.2% |
| 7D | -2.5% | +0.5% | -3.0% | -2.2% |
| 30D | -14.3% | +11.6% | -25.9% | -9.7% |
| 3M | -7.2% | +5.6% | -12.8% | -4.3% |
| 6M | -5.1% | +13.2% | -18.3% | +1.1% |
| YTD | +28.9% | +26.9% | +2.0% | +45.5% |
| 1Y | +37.1% | +27.3% | +9.7% | +55.3% |
| 3Y | +341.5% | +39.7% | +301.8% | +387.2% |
| All | +341.5% | +39.1% | +302.3% | +387.2% |
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