+1,598.5%
TSM vs CLF
+82.3%
+1,516.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.9% | -2.9% | +1.1% |
| 7D | -2.1% | -9.1% | +7.0% | -0.3% |
| 30D | -12.5% | -0.9% | -11.6% | -12.6% |
| 3M | -5.0% | +3.0% | -8.0% | -6.1% |
| 6M | -3.2% | +16.7% | -19.9% | -7.4% |
| YTD | +31.5% | -3.2% | +34.7% | +28.5% |
| 1Y | +35.7% | +24.6% | +11.1% | +26.5% |
| 3Y | +323.5% | -22.3% | +345.8% | +304.1% |
| 5Y | +263.4% | -41.2% | +304.6% | +251.0% |
| 10Y | +1,598.5% | +83.5% | +1,515.0% | +1,130.5% |
| All | +1,598.5% | +82.3% | +1,516.2% | +1,130.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling