+1,643.1%
TSM vs CLS
+1,916.3%
-273.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.4% | +3.7% | +0.1% |
| 7D | +6.2% | +16.3% | -10.1% | +0.9% |
| 30D | -7.3% | -25.7% | +18.4% | +1.3% |
| 3M | -7.1% | -30.9% | +23.7% | +3.0% |
| 6M | +0.2% | -35.5% | +35.7% | +11.2% |
| YTD | +32.2% | -18.7% | +50.9% | +32.7% |
| 1Y | +42.8% | -17.9% | +60.7% | +41.1% |
| 3Y | +330.4% | +838.1% | -507.7% | +79.6% |
| 5Y | +263.9% | +1,971.9% | -1,708.0% | +16.4% |
| All | +1,643.1% | +1,916.3% | -273.2% | +369.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling