+11.8%
CRM vs TLN
+471.2%
-459.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.6% | +1.9% |
| 7D | -4.4% | -1.3% | -3.1% | -4.4% |
| 30D | +28.1% | -14.3% | +42.5% | +29.3% |
| 3M | +48.8% | -9.3% | +58.1% | +48.3% |
| 6M | +28.3% | -1.1% | +29.4% | +25.6% |
| YTD | -6.0% | -16.6% | +10.6% | -6.3% |
| 1Y | +1.4% | -22.0% | +23.4% | +1.8% |
| 3Y | +11.8% | +470.2% | -458.3% | -29.0% |
| All | +11.8% | +471.2% | -459.4% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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