+411.0%
TSM vs CLBK
+55.4%
+355.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.5% |
| 7D | +6.0% | +1.1% | +4.9% | +5.8% |
| 30D | +4.5% | +7.8% | -3.3% | +2.9% |
| 3M | +3.1% | +23.9% | -20.8% | -1.4% |
| 6M | +30.2% | +42.3% | -12.1% | +21.0% |
| YTD | +45.2% | +65.4% | -20.2% | +30.5% |
| 1Y | +79.6% | +70.3% | +9.2% | +60.2% |
| 3Y | +411.0% | +54.5% | +356.5% | +351.6% |
| All | +411.0% | +55.4% | +355.6% | +351.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling