+24,113.1%
TSM vs CLS
+3,265.4%
+20,847.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.9% |
| 3M | -3.4% | -26.6% | +23.2% | +5.4% |
| 6M | +20.6% | +15.4% | +5.2% | +9.9% |
| YTD | +41.9% | +5.7% | +36.2% | +31.6% |
| 1Y | +84.4% | +41.1% | +43.3% | +50.4% |
| 3Y | +380.2% | +1,228.6% | -848.4% | +62.9% |
| 5Y | +275.3% | +3,240.6% | -2,965.3% | -11.5% |
| 10Y | +1,751.4% | +2,760.3% | -1,009.0% | +307.1% |
| All | +24,113.1% | +3,265.4% | +20,847.7% | +2,805.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling