+13,634.3%
TSM vs CLF
+234.4%
+13,399.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +2.5% |
| 7D | +2.7% | +7.6% | -4.8% | +1.3% |
| 30D | +3.6% | -1.2% | +4.8% | +3.7% |
| 3M | -3.4% | -13.4% | +10.0% | -1.8% |
| 6M | +20.6% | +15.4% | +5.2% | +15.8% |
| YTD | +41.9% | -5.9% | +47.7% | +40.1% |
| 1Y | +84.4% | +18.8% | +65.5% | +71.9% |
| 3Y | +380.2% | -19.4% | +399.6% | +357.2% |
| 5Y | +275.3% | -47.7% | +323.1% | +270.8% |
| 10Y | +1,751.4% | +130.4% | +1,621.0% | +1,087.0% |
| All | +13,634.3% | +234.4% | +13,399.9% | +3,952.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling