+322.0%
TSM vs CLS
+703.9%
-381.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.8% | +6.1% |
| 7D | -7.6% | -22.2% | +14.6% | +0.9% |
| 30D | -20.5% | -44.4% | +23.9% | -3.0% |
| 3M | -10.0% | -34.3% | +24.3% | +2.5% |
| 6M | -10.1% | -50.1% | +40.0% | +10.3% |
| YTD | +24.5% | -30.1% | +54.6% | +31.2% |
| 1Y | +31.2% | -39.3% | +70.5% | +43.2% |
| 3Y | +322.0% | +732.7% | -410.7% | +42.8% |
| All | +322.0% | +703.9% | -381.9% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling