+411.0%
TSM vs CLX
-34.1%
+445.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +3.9% | +2.3% |
| 7D | +6.0% | -3.5% | +9.6% | +5.9% |
| 30D | +4.5% | -11.9% | +16.4% | +3.9% |
| 3M | +3.1% | -2.6% | +5.7% | +3.0% |
| 6M | +30.2% | -18.2% | +48.4% | +29.1% |
| YTD | +45.2% | -5.9% | +51.1% | +46.4% |
| 1Y | +79.6% | -23.8% | +103.4% | +78.6% |
| 3Y | +411.0% | -33.6% | +444.6% | +400.3% |
| All | +411.0% | -34.1% | +445.1% | +400.3% |
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