+13,634.3%
TSM vs CLX
+446.2%
+13,188.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +3.1% |
| 7D | +2.7% | -9.2% | +12.0% | +4.6% |
| 30D | +3.6% | -11.0% | +14.6% | +5.8% |
| 3M | -3.4% | +5.0% | -8.4% | -4.8% |
| 6M | +20.6% | -18.8% | +39.4% | +24.7% |
| YTD | +41.9% | -4.4% | +46.3% | +41.9% |
| 1Y | +84.4% | -21.9% | +106.2% | +91.3% |
| 3Y | +380.2% | -32.8% | +413.0% | +406.6% |
| 5Y | +275.3% | -34.6% | +309.9% | +290.6% |
| 10Y | +1,751.4% | -4.7% | +1,756.1% | +1,586.3% |
| All | +13,634.3% | +446.2% | +13,188.1% | +7,280.2% |
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