+36.0%
TSM vs CLBK
+65.7%
-29.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.3% |
| 7D | -10.0% | +4.6% | -14.5% | -10.4% |
| 30D | -18.5% | -1.5% | -17.0% | -18.2% |
| 3M | -4.9% | +4.4% | -9.3% | -5.4% |
| 6M | -1.0% | +31.7% | -32.6% | -5.3% |
| YTD | +31.3% | +58.7% | -27.5% | +21.0% |
| 1Y | +36.0% | +64.9% | -28.9% | +24.7% |
| All | +36.0% | +65.7% | -29.7% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling