+1,672.6%
TSM vs CLF
+80.0%
+1,592.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | +14.8% | +16.0% | -1.1% | +11.8% |
| 30D | -8.9% | +1.6% | -10.5% | -9.4% |
| 3M | -5.3% | +6.7% | -12.0% | -6.9% |
| 6M | +2.6% | +21.1% | -18.6% | -2.5% |
| YTD | +34.5% | -1.6% | +36.1% | +31.1% |
| 1Y | +41.0% | +18.5% | +22.5% | +32.7% |
| 3Y | +333.1% | -21.0% | +354.1% | +312.1% |
| 5Y | +270.1% | -41.4% | +311.5% | +257.6% |
| All | +1,672.6% | +80.0% | +1,592.7% | +1,174.7% |
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