+36.3%
CRM vs TSLL
-54.1%
+90.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -5.0% | +5.1% | -10.1% | -5.5% |
| 30D | +23.6% | +20.0% | +3.6% | +21.3% |
| 3M | +39.6% | -23.8% | +63.4% | +40.9% |
| 6M | +23.4% | -30.3% | +53.7% | +24.2% |
| YTD | -7.4% | -47.7% | +40.3% | -4.4% |
| 1Y | -2.3% | -21.2% | +18.9% | -4.6% |
| 3Y | +10.5% | -26.9% | +37.4% | -3.9% |
| All | +36.3% | -54.1% | +90.4% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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