+79.6%
TSM vs CLS
+33.9%
+45.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.6% | -3.3% | +0.7% |
| 7D | +6.0% | +12.8% | -6.7% | +2.0% |
| 30D | +4.5% | +3.8% | +0.7% | +2.9% |
| 3M | +3.1% | -14.6% | +17.7% | +6.4% |
| 6M | +30.2% | +32.2% | -2.0% | +16.1% |
| YTD | +45.2% | +11.6% | +33.6% | +33.7% |
| 1Y | +79.6% | +35.1% | +44.5% | +50.8% |
| All | +79.6% | +33.9% | +45.7% | +50.8% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling