+281.7%
TSM vs CLX
-34.1%
+315.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +2.8% |
| 7D | +2.7% | -9.2% | +12.0% | +2.6% |
| 30D | +3.6% | -11.0% | +14.6% | +3.5% |
| 3M | -3.4% | +5.0% | -8.4% | -3.5% |
| 6M | +20.6% | -18.8% | +39.4% | +20.5% |
| YTD | +41.9% | -4.4% | +46.3% | +42.3% |
| 1Y | +84.4% | -21.9% | +106.2% | +84.7% |
| 3Y | +380.2% | -32.8% | +413.0% | +377.3% |
| All | +281.7% | -34.1% | +315.9% | +276.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling