+1,815.4%
TSM vs CLX
-3.8%
+1,819.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.3% | -0.7% |
| 7D | +4.8% | -4.9% | +9.7% | +5.0% |
| 30D | +4.0% | -15.8% | +19.9% | +4.9% |
| 3M | +2.0% | -7.9% | +9.9% | +2.3% |
| 6M | +25.5% | -19.0% | +44.5% | +26.8% |
| YTD | +44.0% | -7.9% | +51.9% | +44.5% |
| 1Y | +75.4% | -25.4% | +100.8% | +78.2% |
| 3Y | +406.7% | -35.0% | +441.8% | +415.8% |
| 5Y | +285.0% | -36.8% | +321.7% | +289.4% |
| 10Y | +1,815.4% | -1.4% | +1,816.8% | +1,547.9% |
| All | +1,815.4% | -3.8% | +1,819.2% | +1,547.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling