+13,634.3%
TSM vs CL
+792.5%
+12,841.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.3% | +3.3% |
| 7D | +2.7% | -2.2% | +4.9% | +3.4% |
| 30D | +3.6% | -4.8% | +8.4% | +5.0% |
| 3M | -3.4% | +4.9% | -8.3% | -5.4% |
| 6M | +20.6% | -5.7% | +26.3% | +21.7% |
| YTD | +41.9% | +14.4% | +27.5% | +34.8% |
| 1Y | +84.4% | +8.7% | +75.6% | +77.0% |
| 3Y | +380.2% | +30.0% | +350.2% | +323.5% |
| 5Y | +275.3% | +28.4% | +247.0% | +228.1% |
| 10Y | +1,751.4% | +50.1% | +1,701.3% | +1,400.2% |
| All | +13,634.3% | +792.5% | +12,841.8% | +4,598.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling