+41.0%
TSM vs CLBK
+62.6%
-21.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.7% |
| 7D | +14.8% | +2.5% | +12.4% | +14.5% |
| 30D | -8.9% | +3.7% | -12.6% | -9.2% |
| 3M | -5.3% | -3.3% | -2.0% | -4.7% |
| 6M | +2.6% | +29.6% | -27.1% | -1.4% |
| YTD | +34.5% | +60.3% | -25.8% | +24.7% |
| 1Y | +41.0% | +63.4% | -22.4% | +30.8% |
| All | +41.0% | +62.6% | -21.6% | +30.8% |
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