+322.0%
TSM vs CLF
-33.4%
+355.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.6% | +6.0% |
| 7D | -7.6% | -19.6% | +12.0% | -3.9% |
| 30D | -20.5% | -5.0% | -15.5% | -19.9% |
| 3M | -10.0% | -6.3% | -3.7% | -9.4% |
| 6M | -10.1% | +2.8% | -12.8% | -11.6% |
| YTD | +24.5% | -13.7% | +38.2% | +24.3% |
| 1Y | +31.2% | +13.6% | +17.6% | +24.7% |
| 3Y | +322.0% | -34.0% | +356.0% | +308.0% |
| All | +322.0% | -33.4% | +355.4% | +308.0% |
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