+373.1%
TSM vs CLF
-18.8%
+391.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +2.5% |
| 7D | +2.7% | +7.6% | -4.8% | +1.4% |
| 30D | +3.6% | -1.2% | +4.8% | +3.7% |
| 3M | -3.4% | -13.4% | +10.0% | -1.4% |
| 6M | +20.6% | +15.4% | +5.2% | +16.0% |
| YTD | +41.9% | -5.9% | +47.7% | +40.0% |
| 1Y | +84.4% | +18.8% | +65.5% | +71.9% |
| All | +373.1% | -18.8% | +391.9% | +331.8% |
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