+1,753.6%
TSM vs CRL
+241.6%
+1,512.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.0% | +3.2% |
| 7D | +6.0% | -0.6% | +6.6% | +6.1% |
| 30D | +4.5% | +5.0% | -0.4% | +2.7% |
| 3M | +3.1% | +50.6% | -47.5% | -10.7% |
| 6M | +30.2% | +60.9% | -30.7% | +9.3% |
| YTD | +45.2% | +40.7% | +4.5% | +26.5% |
| 1Y | +79.6% | +73.3% | +6.3% | +44.5% |
| 3Y | +411.0% | +40.6% | +370.4% | +314.0% |
| 5Y | +290.7% | -37.0% | +327.7% | +323.8% |
| 10Y | +1,753.6% | +244.3% | +1,509.3% | +937.9% |
| All | +1,753.6% | +241.6% | +1,512.0% | +937.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling