+323.5%
TSM vs CLBK
+54.5%
+269.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.8% | +2.0% |
| 7D | -2.1% | +2.9% | -4.9% | -2.5% |
| 30D | -12.5% | +5.4% | -17.9% | -13.4% |
| 3M | -5.0% | +5.8% | -10.8% | -6.1% |
| 6M | -3.2% | +28.9% | -32.1% | -8.0% |
| YTD | +31.5% | +61.8% | -30.3% | +19.2% |
| 1Y | +35.7% | +63.1% | -27.4% | +22.8% |
| 3Y | +323.5% | +55.3% | +268.2% | +274.1% |
| All | +323.5% | +54.5% | +269.0% | +274.1% |
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