+12,629.9%
TSM vs CLX
+534.8%
+12,095.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.8% |
| 7D | -2.1% | +13.6% | -15.7% | -4.4% |
| 30D | -12.5% | +29.1% | -41.6% | -16.8% |
| 3M | -5.0% | +1.6% | -6.6% | -5.6% |
| 6M | -3.2% | +18.7% | -21.9% | -7.1% |
| YTD | +31.5% | +11.1% | +20.4% | +27.6% |
| 1Y | +35.7% | +7.0% | +28.7% | +32.5% |
| 3Y | +323.5% | -10.0% | +333.5% | +320.9% |
| 5Y | +263.4% | -22.6% | +286.0% | +265.5% |
| 10Y | +1,598.5% | +29.3% | +1,569.2% | +1,340.6% |
| All | +12,629.9% | +534.8% | +12,095.2% | +6,534.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling