+36.0%
TSM vs CLS
-28.7%
+64.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -9.1% | +6.8% | +0.4% |
| 7D | -10.0% | -21.1% | +11.2% | -3.6% |
| 30D | -18.5% | -38.2% | +19.7% | -6.8% |
| 3M | -4.9% | -36.3% | +31.4% | +6.9% |
| 6M | -1.0% | -43.8% | +42.8% | +13.7% |
| YTD | +31.3% | -20.0% | +51.3% | +32.8% |
| 1Y | +36.0% | -29.6% | +65.6% | +40.7% |
| All | +36.0% | -28.7% | +64.7% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling