+330.4%
TSM vs CLF
-22.9%
+353.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -1.1% |
| 7D | +6.2% | +10.4% | -4.2% | +4.3% |
| 30D | -7.3% | +0.6% | -7.8% | -7.5% |
| 3M | -7.1% | +4.1% | -11.2% | -8.3% |
| 6M | +0.2% | +15.1% | -14.9% | -3.5% |
| YTD | +32.2% | -4.7% | +37.0% | +29.7% |
| 1Y | +42.8% | +20.4% | +22.4% | +34.4% |
| 3Y | +330.4% | -23.4% | +353.8% | +307.4% |
| All | +330.4% | -22.9% | +353.3% | +307.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling