+273.1%
TSM vs CLS
+3,233.5%
-2,960.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.0% | +2.6% |
| 7D | +2.7% | +4.6% | -1.8% | +0.8% |
| 30D | +3.6% | -13.9% | +17.5% | +8.0% |
| 3M | -3.4% | -26.6% | +23.2% | +5.5% |
| 6M | +20.6% | +15.4% | +5.2% | +9.4% |
| YTD | +41.9% | +5.7% | +36.2% | +30.9% |
| 1Y | +84.4% | +41.1% | +43.3% | +48.0% |
| 3Y | +380.2% | +1,228.6% | -848.4% | +50.6% |
| All | +273.1% | +3,233.5% | -2,960.4% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling