+1,641.8%
TSM vs CRL
+358.0%
+1,283.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.6% |
| 7D | +4.4% | +5.0% | -0.6% | +2.9% |
| 30D | -7.0% | +13.5% | -20.5% | -10.9% |
| 3M | -1.8% | +21.5% | -23.3% | -8.2% |
| 6M | +2.7% | +103.4% | -100.7% | -20.0% |
| YTD | +37.1% | +71.8% | -34.7% | +11.6% |
| 1Y | +43.5% | +97.5% | -54.1% | +11.1% |
| 3Y | +341.5% | +99.2% | +242.3% | +215.2% |
| 5Y | +278.9% | -12.1% | +291.0% | +265.4% |
| 10Y | +1,641.8% | +359.2% | +1,282.6% | +811.8% |
| All | +1,641.8% | +358.0% | +1,283.8% | +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