+1,643.1%
TSM vs CRL
+350.3%
+1,292.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.8% | -1.4% |
| 7D | +6.2% | +0.1% | +6.1% | +6.1% |
| 30D | -7.3% | +11.9% | -19.2% | -10.7% |
| 3M | -7.1% | +20.2% | -27.3% | -12.8% |
| 6M | +0.2% | +107.5% | -107.3% | -22.4% |
| YTD | +32.2% | +69.4% | -37.2% | +8.2% |
| 1Y | +42.8% | +99.7% | -56.9% | +10.1% |
| 3Y | +330.4% | +98.8% | +231.6% | +207.2% |
| 5Y | +263.9% | -12.4% | +276.3% | +251.0% |
| All | +1,643.1% | +350.3% | +1,292.8% | +811.8% |
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