+84.4%
TSM vs CLX
-20.9%
+105.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +2.8% |
| 7D | +2.7% | -9.2% | +12.0% | +2.3% |
| 30D | +3.6% | -11.0% | +14.6% | +3.0% |
| 3M | -3.4% | +5.0% | -8.4% | -3.7% |
| 6M | +20.6% | -18.8% | +39.4% | +19.0% |
| YTD | +41.9% | -4.4% | +46.3% | +50.6% |
| 1Y | +84.4% | -21.9% | +106.2% | +82.2% |
| All | +84.4% | -20.9% | +105.2% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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