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  • TSM vs CL✓SelectedUSD · CLTSM vs CL performance historyLatest closeAs of+2.85%09/04
Stock and ETF performance explorer

TSM vs CL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+13,634.3%
CL return
+792.5%
Excess return
+12,841.8%
Maximum drawdown
-84.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCLExcessAlpha
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