+84.4%
TSM vs CLS
+47.9%
+36.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.0% | +2.6% |
| 7D | +2.7% | +4.6% | -1.8% | +1.1% |
| 30D | +3.6% | -13.9% | +17.5% | +7.5% |
| 3M | -3.4% | -26.6% | +23.2% | +4.2% |
| 6M | +20.6% | +15.4% | +5.2% | +11.7% |
| YTD | +41.9% | +5.7% | +36.2% | +32.8% |
| 1Y | +84.4% | +41.1% | +43.3% | +52.5% |
| All | +84.4% | +47.9% | +36.5% | +52.5% |
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