+33.0%
TSM vs CLS
-34.6%
+67.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.9% | -4.3% | +1.1% |
| 7D | -2.5% | -10.6% | +8.0% | +0.8% |
| 30D | -14.3% | -38.4% | +24.2% | -1.6% |
| 3M | -7.2% | -29.9% | +22.6% | +1.9% |
| 6M | -5.1% | -40.6% | +35.5% | +7.6% |
| YTD | +28.9% | -24.6% | +53.5% | +32.8% |
| All | +33.0% | -34.6% | +67.6% | +41.0% |
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 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