+1,643.1%
TSM vs CLX
+32.0%
+1,611.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.8% | -1.7% |
| 7D | +6.2% | +9.5% | -3.3% | +5.8% |
| 30D | -7.3% | +30.7% | -38.0% | -8.3% |
| 3M | -7.1% | +4.2% | -11.4% | -7.2% |
| 6M | +0.2% | +22.1% | -21.9% | -0.7% |
| YTD | +32.2% | +14.1% | +18.2% | +31.6% |
| 1Y | +42.8% | +10.3% | +32.5% | +42.3% |
| 3Y | +330.4% | -7.8% | +338.2% | +328.8% |
| 5Y | +263.9% | -20.8% | +284.8% | +264.1% |
| All | +1,643.1% | +32.0% | +1,611.1% | +1,383.9% |
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