+234.0%
TSM vs CLX
-27.2%
+261.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.1% | +6.3% |
| 7D | -7.6% | +13.6% | -21.1% | -7.3% |
| 30D | -20.5% | +23.4% | -43.8% | -20.1% |
| 3M | -10.0% | -2.8% | -7.1% | -9.8% |
| 6M | -10.1% | +14.0% | -24.0% | -9.8% |
| YTD | +24.5% | +4.2% | +20.3% | +25.3% |
| 1Y | +31.2% | -1.2% | +32.3% | +31.9% |
| 3Y | +322.0% | -12.7% | +334.7% | +318.2% |
| All | +234.0% | -27.2% | +261.1% | +237.3% |
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 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