+1,641.8%
TSM vs CLF
+83.8%
+1,558.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.2% | +2.1% | +3.9% |
| 7D | +4.4% | +2.3% | +2.1% | +4.1% |
| 30D | -7.0% | +1.9% | -8.9% | -7.5% |
| 3M | -1.8% | +5.9% | -7.7% | -3.4% |
| 6M | +2.7% | +16.9% | -14.2% | -1.8% |
| YTD | +37.1% | -1.1% | +38.1% | +33.5% |
| 1Y | +43.5% | +28.8% | +14.6% | +32.9% |
| 3Y | +341.5% | -20.6% | +362.1% | +319.7% |
| 5Y | +278.9% | -41.5% | +320.4% | +266.2% |
| 10Y | +1,641.8% | +87.5% | +1,554.3% | +1,152.9% |
| All | +1,641.8% | +83.8% | +1,558.0% | +1,152.9% |
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