+11,237.1%
TSM vs CL
+897.9%
+10,339.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.1% | -10.7% | -10.8% |
| 7D | -18.2% | +5.9% | -24.2% | -19.6% |
| 30D | -26.8% | +13.8% | -40.5% | -29.6% |
| 3M | -14.5% | +6.4% | -20.9% | -16.4% |
| 6M | -10.0% | +15.6% | -25.7% | -14.6% |
| YTD | +17.1% | +27.9% | -10.8% | +7.4% |
| 1Y | +21.5% | +31.4% | -9.9% | +10.3% |
| 3Y | +300.4% | +41.4% | +259.0% | +244.5% |
| 5Y | +224.7% | +42.8% | +181.9% | +174.7% |
| 10Y | +1,372.7% | +79.7% | +1,293.0% | +1,025.1% |
| All | +11,237.1% | +897.9% | +10,339.2% | +3,643.7% |
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