+404.5%
TSM vs CRH
+70.5%
+334.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.7% |
| 7D | +1.0% | -6.1% | +7.1% | +4.3% |
| 30D | +1.0% | -9.3% | +10.2% | +6.1% |
| 3M | +2.9% | -15.2% | +18.1% | +11.3% |
| 6M | +22.8% | -14.2% | +37.0% | +31.3% |
| YTD | +43.3% | -28.3% | +71.6% | +69.3% |
| 1Y | +69.2% | -21.8% | +91.0% | +89.1% |
| 3Y | +404.5% | +71.6% | +332.9% | +283.3% |
| All | +404.5% | +70.5% | +334.0% | +283.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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