+84.4%
TSM vs CRL
+78.8%
+5.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.5% | +3.2% |
| 7D | +2.7% | -1.0% | +3.8% | +2.9% |
| 30D | +3.6% | +10.7% | -7.1% | +1.7% |
| 3M | -3.4% | +55.3% | -58.7% | -11.5% |
| 6M | +20.6% | +60.7% | -40.0% | +8.5% |
| YTD | +41.9% | +44.6% | -2.8% | +29.6% |
| 1Y | +84.4% | +77.7% | +6.6% | +62.1% |
| All | +84.4% | +78.8% | +5.5% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling