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  • TSM vs CLS✓SelectedUSD · CLSTSM vs CLS performance historyLatest closeAs of+2.85%09/04
Stock and ETF performance explorer

TSM vs CLS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+24,113.1%
CLS return
+3,265.4%
Excess return
+20,847.7%
Maximum drawdown
-84.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCLSExcessAlpha
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