+326.5%
TSM vs CLX
-14.7%
+341.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.1% | +6.4% |
| 7D | -7.6% | +13.6% | -21.1% | -6.5% |
| 30D | -20.5% | +23.4% | -43.8% | -19.0% |
| 3M | -10.0% | -2.8% | -7.1% | -9.8% |
| 6M | -10.1% | +14.0% | -24.0% | -8.8% |
| YTD | +24.5% | +4.2% | +20.3% | +27.1% |
| 1Y | +31.2% | -1.2% | +32.3% | +33.1% |
| All | +326.5% | -14.7% | +341.2% | +310.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling